+106.4%
FAST vs GFI
+515.1%
-408.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.6% |
| 7D | -0.4% | -5.1% | +4.7% | -0.2% |
| 30D | -6.4% | +13.4% | -19.9% | -6.9% |
| 3M | +7.1% | +36.2% | -29.2% | +5.6% |
| 6M | +7.0% | -9.8% | +16.8% | +7.0% |
| YTD | +24.1% | +7.7% | +16.5% | +23.3% |
| 1Y | +4.4% | +27.2% | -22.8% | +2.9% |
| 3Y | +93.2% | +300.3% | -207.1% | +79.6% |
| 5Y | +106.4% | +539.8% | -433.4% | +83.0% |
| All | +106.4% | +515.1% | -408.8% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling