+138.0%
FAST vs GGLL
+194.0%
-56.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +4.8% | +5.1% | -0.3% | +4.3% |
| 30D | +8.6% | -35.5% | +44.1% | +12.6% |
| 3M | +5.7% | -39.2% | +44.8% | +10.1% |
| 6M | +25.5% | -54.4% | +79.8% | +34.0% |
| YTD | +39.6% | -29.8% | +69.5% | +40.6% |
| 1Y | +35.5% | -20.4% | +55.9% | +33.9% |
| 3Y | +96.2% | +149.7% | -53.5% | +53.7% |
| All | +138.0% | +194.0% | -56.1% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling