+548.6%
FAST vs GFI
+1,235.9%
-687.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | +4.3% | +2.2% | +2.1% | +4.3% |
| 30D | +8.3% | +2.2% | +6.1% | +8.3% |
| 3M | +6.5% | -4.6% | +11.1% | +6.5% |
| 6M | +29.5% | -16.7% | +46.3% | +29.6% |
| YTD | +41.3% | -9.5% | +50.7% | +41.3% |
| 1Y | +37.4% | -6.8% | +44.2% | +37.4% |
| 3Y | +98.5% | +223.7% | -125.2% | +96.3% |
| 5Y | +111.1% | +321.8% | -210.7% | +107.7% |
| 10Y | +548.6% | +1,354.1% | -805.5% | +606.4% |
| All | +548.6% | +1,235.9% | -687.3% | +606.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling