+373.8%
FAST vs GH
+472.2%
-98.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.3% | +2.5% |
| 7D | +3.8% | -7.0% | +10.8% | +4.5% |
| 30D | +8.1% | -5.2% | +13.3% | +8.5% |
| 3M | +5.8% | -5.8% | +11.6% | +6.1% |
| 6M | +24.9% | +65.9% | -41.1% | +17.7% |
| YTD | +38.9% | +55.5% | -16.5% | +31.2% |
| 1Y | +36.5% | +64.2% | -27.7% | +28.1% |
| 3Y | +98.1% | +606.0% | -507.9% | +52.6% |
| 5Y | +109.3% | +47.3% | +62.0% | +82.2% |
| All | +373.8% | +472.2% | -98.4% | +238.5% |
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