+78,017.0%
FAST vs GFI
+508.9%
+77,508.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.3% |
| 7D | +5.0% | -5.4% | +10.4% | +5.3% |
| 30D | +8.6% | -1.5% | +10.1% | +8.6% |
| 3M | +6.9% | -10.2% | +17.1% | +7.2% |
| 6M | +29.6% | -19.3% | +48.8% | +30.4% |
| YTD | +41.4% | -13.7% | +55.2% | +41.4% |
| 1Y | +38.5% | -12.1% | +50.7% | +38.3% |
| 3Y | +98.7% | +208.4% | -109.6% | +84.8% |
| 5Y | +108.0% | +301.4% | -193.4% | +88.5% |
| 10Y | +549.3% | +1,285.2% | -735.9% | +431.5% |
| All | +78,017.0% | +508.9% | +77,508.1% | +60,761.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling