+35.5%
FAST vs GFS
+17.3%
+18.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +4.8% | -5.3% | +10.1% | +5.0% |
| 30D | +8.6% | -15.8% | +24.4% | +9.4% |
| 3M | +5.7% | -18.6% | +24.3% | +6.5% |
| 6M | +25.5% | -45.0% | +70.5% | +28.8% |
| YTD | +39.6% | +16.8% | +22.8% | +32.1% |
| 1Y | +35.5% | +17.8% | +17.7% | +26.2% |
| All | +35.5% | +17.3% | +18.2% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling