+105.3%
FAST vs GIS
-30.4%
+135.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | +2.1% | +3.6% | -1.5% | +1.3% |
| 30D | +6.9% | +13.9% | -7.0% | +3.8% |
| 3M | +4.8% | +0.3% | +4.5% | +4.3% |
| 6M | +19.8% | +5.0% | +14.8% | +17.6% |
| YTD | +34.9% | -18.4% | +53.3% | +40.6% |
| 1Y | +32.8% | -17.4% | +50.2% | +37.9% |
| 3Y | +93.7% | -36.9% | +130.7% | +112.5% |
| All | +105.3% | -30.4% | +135.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling