+521.9%
FAST vs GFI
+1,116.8%
-594.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +4.7% | -2.9% | +1.7% |
| 30D | -6.4% | +14.4% | -20.9% | -6.6% |
| 3M | +5.3% | +32.5% | -27.2% | +4.9% |
| 6M | +5.4% | -7.2% | +12.5% | +5.3% |
| YTD | +23.6% | +10.9% | +12.7% | +23.3% |
| 1Y | +4.1% | +35.5% | -31.4% | +3.6% |
| 3Y | +92.4% | +312.1% | -219.8% | +89.5% |
| 5Y | +106.1% | +524.6% | -418.5% | +102.5% |
| All | +521.9% | +1,116.8% | -594.8% | +582.6% |
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