+129.5%
FAST vs GGLL
+184.7%
-55.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.2% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | +4.6% | -36.3% | +40.9% | +8.6% |
| 3M | +6.4% | -42.7% | +49.0% | +11.4% |
| 6M | +20.6% | -53.1% | +73.7% | +28.2% |
| YTD | +34.7% | -32.1% | +66.8% | +36.0% |
| 1Y | +29.7% | -20.1% | +49.7% | +27.9% |
| 3Y | +89.9% | +151.7% | -61.8% | +47.9% |
| All | +129.5% | +184.7% | -55.1% | +68.4% |
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