+97.3%
FAST vs GFS
-3.9%
+101.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +1.3% | +2.6% | -1.3% | +0.9% |
| 30D | -4.7% | -16.4% | +11.6% | -2.2% |
| 3M | +7.9% | -41.6% | +49.5% | +16.7% |
| 6M | +7.4% | -3.7% | +11.1% | +4.8% |
| YTD | +25.1% | +29.3% | -4.2% | +14.6% |
| 1Y | +4.7% | +37.1% | -32.4% | -5.6% |
| 3Y | +94.7% | -22.1% | +116.8% | +89.6% |
| All | +97.3% | -3.9% | +101.2% | +82.9% |
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