+547.9%
FAST vs GIS
-17.6%
+565.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.4% |
| 7D | +3.8% | +0.4% | +3.5% | +3.7% |
| 30D | +8.1% | +10.1% | -2.0% | +5.2% |
| 3M | +5.8% | -3.7% | +9.5% | +6.3% |
| 6M | +24.9% | +4.3% | +20.6% | +22.3% |
| YTD | +38.9% | -19.8% | +58.7% | +45.9% |
| 1Y | +36.5% | -20.5% | +56.9% | +43.6% |
| 3Y | +98.1% | -38.3% | +136.5% | +121.4% |
| 5Y | +109.3% | -32.2% | +141.5% | +124.8% |
| 10Y | +547.9% | -18.0% | +565.9% | +535.3% |
| All | +547.9% | -17.6% | +565.5% | +535.3% |
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