+32.8%
FAST vs GPC
+2.6%
+30.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +2.1% | +1.6% | +0.5% | +1.6% |
| 30D | +6.9% | -2.1% | +9.0% | +7.3% |
| 3M | +4.8% | -6.8% | +11.6% | +6.8% |
| 6M | +19.8% | +18.6% | +1.2% | +12.2% |
| YTD | +34.9% | +2.7% | +32.2% | +26.6% |
| 1Y | +32.8% | +1.8% | +31.0% | +24.7% |
| All | +32.8% | +2.6% | +30.2% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling