+90.1%
FAST vs GH
+361.0%
-271.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.8% | -1.1% | +0.3% | -0.8% |
| 3M | +5.8% | +21.3% | -15.6% | +4.3% |
| 6M | +8.0% | +73.5% | -65.5% | +3.9% |
| YTD | +25.6% | +58.0% | -32.4% | +21.5% |
| 1Y | +0.8% | +163.1% | -162.2% | -6.1% |
| All | +90.1% | +361.0% | -271.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling