+94.7%
FAST vs GFI
+317.3%
-222.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.3% | +5.7% | -4.4% | +1.1% |
| 30D | -4.7% | +15.6% | -20.4% | -5.1% |
| 3M | +7.9% | +31.5% | -23.6% | +7.1% |
| 6M | +7.4% | -3.7% | +11.2% | +7.1% |
| YTD | +25.1% | +11.2% | +13.8% | +24.7% |
| 1Y | +4.7% | +36.4% | -31.7% | +4.3% |
| 3Y | +94.7% | +313.5% | -218.8% | +94.0% |
| All | +94.7% | +317.3% | -222.6% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling