+107.2%
FAST vs GIS
-19.2%
+126.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.3% |
| 7D | -0.4% | -7.8% | +7.5% | +1.4% |
| 30D | -0.8% | +6.6% | -7.3% | -2.4% |
| 3M | +5.8% | +21.0% | -15.2% | +0.6% |
| 6M | +8.0% | -9.1% | +17.1% | +10.1% |
| YTD | +25.6% | -13.6% | +39.2% | +29.5% |
| 1Y | +0.8% | -18.0% | +18.8% | +5.1% |
| 3Y | +86.1% | -33.7% | +119.8% | +102.2% |
| All | +107.2% | -19.2% | +126.3% | +109.2% |
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