+93.4%
FAST vs GGLL
+151.4%
-58.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.7% |
| 30D | +4.6% | -36.3% | +40.9% | +7.1% |
| 3M | +6.4% | -42.7% | +49.0% | +9.5% |
| 6M | +20.6% | -53.1% | +73.7% | +25.5% |
| YTD | +34.7% | -32.1% | +66.8% | +35.4% |
| 1Y | +29.7% | -20.1% | +49.7% | +28.3% |
| All | +93.4% | +151.4% | -58.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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