+98.2%
FAST vs GFS
-3.7%
+101.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -0.8% | -8.6% | +7.8% | +0.4% |
| 3M | +5.8% | -46.5% | +52.3% | +15.9% |
| 6M | +8.0% | -4.8% | +12.8% | +5.6% |
| YTD | +25.6% | +29.7% | -4.0% | +15.1% |
| 1Y | +0.8% | +35.8% | -35.0% | -8.9% |
| 3Y | +86.1% | -18.3% | +104.4% | +79.5% |
| All | +98.2% | -3.7% | +101.9% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling