+108.0%
FAST vs GH
+47.1%
+61.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +5.0% | +0.9% | +4.1% | +4.9% |
| 30D | +8.6% | -4.5% | +13.0% | +8.8% |
| 3M | +6.9% | -6.2% | +13.1% | +7.2% |
| 6M | +29.6% | +55.0% | -25.4% | +24.0% |
| YTD | +41.4% | +51.6% | -10.2% | +35.1% |
| 1Y | +38.5% | +58.3% | -19.8% | +31.7% |
| 3Y | +98.7% | +617.6% | -518.9% | +58.9% |
| 5Y | +108.0% | +49.2% | +58.9% | +77.4% |
| All | +108.0% | +47.1% | +61.0% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling