+69,298.0%
FAST vs GIS
+1,507.8%
+67,790.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.7% |
| 7D | -0.4% | -7.8% | +7.5% | +2.6% |
| 30D | -0.8% | +6.6% | -7.3% | -3.4% |
| 3M | +5.8% | +21.0% | -15.2% | -2.3% |
| 6M | +8.0% | -9.1% | +17.1% | +10.9% |
| YTD | +25.6% | -13.6% | +39.2% | +31.1% |
| 1Y | +0.8% | -18.0% | +18.8% | +7.0% |
| 3Y | +86.1% | -33.7% | +119.8% | +111.0% |
| 5Y | +100.2% | -19.4% | +119.6% | +107.0% |
| 10Y | +494.2% | -21.3% | +515.4% | +498.4% |
| All | +69,298.0% | +1,507.8% | +67,790.2% | +20,702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling