+31.6%
FAST vs GFI
+6.9%
+24.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.7% | +1.2% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | +5.5% | +3.0% | +2.5% | +5.2% |
| 3M | +7.6% | +10.2% | -2.6% | +6.4% |
| 6M | +19.8% | -10.1% | +29.9% | +20.1% |
| YTD | +35.5% | -11.4% | +46.9% | +34.8% |
| 1Y | +31.6% | +8.4% | +23.2% | +27.7% |
| All | +31.6% | +6.9% | +24.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling