+105.3%
FAST vs GFS
-25.2%
+130.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | +4.2% | +7.4% | -3.2% | +3.0% |
| 30D | +6.7% | -15.3% | +21.9% | +9.1% |
| 3M | +8.0% | -21.1% | +29.1% | +11.4% |
| 6M | +27.4% | -44.5% | +71.9% | +37.3% |
| YTD | +40.5% | +19.2% | +21.3% | +29.3% |
| 1Y | +38.4% | +27.2% | +11.1% | +25.5% |
| 3Y | +98.7% | -20.1% | +118.8% | +91.0% |
| All | +105.3% | -25.2% | +130.6% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling