+381.8%
FAST vs GH
+457.8%
-76.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +4.3% | -8.2% | +12.5% | +5.1% |
| 30D | +8.3% | -4.9% | +13.2% | +8.7% |
| 3M | +6.5% | -6.2% | +12.7% | +6.8% |
| 6M | +29.5% | +60.0% | -30.5% | +22.5% |
| YTD | +41.3% | +51.5% | -10.3% | +33.8% |
| 1Y | +37.4% | +58.4% | -21.0% | +29.4% |
| 3Y | +98.5% | +617.2% | -518.7% | +52.5% |
| 5Y | +111.1% | +47.0% | +64.1% | +83.7% |
| All | +381.8% | +457.8% | -76.0% | +245.1% |
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