+360.1%
FAST vs GH
+443.7%
-83.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.3% |
| 7D | +2.1% | -15.6% | +17.7% | +3.7% |
| 30D | +6.9% | -10.4% | +17.3% | +7.9% |
| 3M | +4.8% | -4.3% | +9.1% | +4.9% |
| 6M | +19.8% | +63.5% | -43.8% | +13.0% |
| YTD | +34.9% | +47.7% | -12.8% | +28.1% |
| 1Y | +32.8% | +56.7% | -24.0% | +25.1% |
| 3Y | +93.7% | +443.9% | -350.1% | +53.4% |
| 5Y | +105.3% | +36.9% | +68.4% | +80.1% |
| All | +360.1% | +443.7% | -83.6% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling