+112.8%
FAST vs GFS
-17.5%
+130.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.8% |
| 7D | +2.1% | -7.8% | +9.9% | +3.2% |
| 30D | +6.9% | -19.7% | +26.5% | +10.1% |
| 3M | +4.8% | -23.1% | +28.0% | +8.4% |
| 6M | +19.8% | -46.4% | +66.1% | +29.4% |
| YTD | +34.9% | +11.0% | +23.9% | +25.8% |
| 1Y | +32.8% | +12.6% | +20.1% | +23.2% |
| 3Y | +93.7% | -24.9% | +118.7% | +88.1% |
| 5Y | +105.3% | -39.1% | +144.4% | +96.2% |
| All | +112.8% | -17.5% | +130.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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