+507.7%
FAST vs GIS
-18.7%
+526.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | +1.3% | -8.3% | +9.6% | +3.6% |
| 30D | -4.7% | +2.2% | -6.9% | -5.5% |
| 3M | +7.9% | +15.7% | -7.8% | +3.2% |
| 6M | +7.4% | -12.0% | +19.4% | +10.7% |
| YTD | +25.1% | -15.0% | +40.0% | +29.8% |
| 1Y | +4.7% | -20.1% | +24.8% | +10.4% |
| 3Y | +94.7% | -34.6% | +129.3% | +114.8% |
| 5Y | +106.8% | -22.8% | +129.6% | +114.7% |
| 10Y | +507.7% | -18.5% | +526.2% | +537.8% |
| All | +507.7% | -18.7% | +526.3% | +537.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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