+326.6%
FAST vs GH
+480.1%
-153.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +1.3% | -2.1% | +3.4% | +1.5% |
| 30D | -4.7% | -4.5% | -0.3% | -4.4% |
| 3M | +7.9% | +28.9% | -21.0% | +4.9% |
| 6M | +7.4% | +76.5% | -69.1% | +0.7% |
| YTD | +25.1% | +57.6% | -32.5% | +18.3% |
| 1Y | +4.7% | +167.5% | -162.8% | -6.8% |
| 3Y | +94.7% | +377.4% | -282.7% | +56.7% |
| 5Y | +106.8% | +23.8% | +82.9% | +83.9% |
| All | +326.6% | +480.1% | -153.5% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling