+69,298.0%
FAST vs GPC
+2,341.8%
+66,956.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.1% |
| 7D | -0.4% | +1.2% | -1.6% | -1.1% |
| 30D | -0.8% | +6.0% | -6.7% | -4.1% |
| 3M | +5.8% | +42.6% | -36.9% | -14.7% |
| 6M | +8.0% | +22.8% | -14.8% | -5.6% |
| YTD | +25.6% | +15.5% | +10.2% | +12.7% |
| 1Y | +0.8% | +2.0% | -1.2% | -3.1% |
| 3Y | +86.1% | -1.4% | +87.5% | +74.2% |
| 5Y | +100.2% | +30.6% | +69.6% | +56.3% |
| 10Y | +494.2% | +80.6% | +413.6% | +253.7% |
| All | +69,298.0% | +2,341.8% | +66,956.2% | +11,491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling