+100.0%
FAST vs GFS
-16.8%
+116.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.0% | +17.2% | -12.2% | +3.0% |
| 30D | +8.6% | -8.7% | +17.3% | +9.5% |
| 3M | +6.9% | -19.7% | +26.6% | +9.4% |
| 6M | +29.6% | -40.7% | +70.3% | +36.5% |
| YTD | +41.4% | +22.5% | +18.9% | +29.4% |
| 1Y | +38.5% | +25.2% | +13.3% | +25.9% |
| All | +100.0% | -16.8% | +116.8% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling