+548.6%
FAST vs GPC
+78.6%
+470.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +4.3% | -2.1% | +6.4% | +5.3% |
| 30D | +8.3% | -4.5% | +12.8% | +10.4% |
| 3M | +6.5% | -7.7% | +14.2% | +10.1% |
| 6M | +29.5% | +24.3% | +5.2% | +15.2% |
| YTD | +41.3% | +3.5% | +37.8% | +35.8% |
| 1Y | +37.4% | +0.7% | +36.6% | +33.7% |
| 3Y | +98.5% | 0.0% | +98.5% | +87.2% |
| 5Y | +111.1% | +5.8% | +105.3% | +90.7% |
| 10Y | +548.6% | +75.8% | +472.8% | +336.5% |
| All | +548.6% | +78.6% | +470.0% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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