+74,290.4%
FAST vs GPC
+2,100.6%
+72,189.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.3% |
| 7D | +0.7% | +1.7% | -1.0% | -0.3% |
| 30D | +4.6% | -2.3% | +6.9% | +5.7% |
| 3M | +6.4% | -4.5% | +10.9% | +8.6% |
| 6M | +20.6% | +21.6% | -1.0% | +5.9% |
| YTD | +34.7% | +4.0% | +30.6% | +27.7% |
| 1Y | +29.7% | +3.5% | +26.2% | +23.1% |
| 3Y | +89.9% | +2.1% | +87.8% | +74.2% |
| 5Y | +105.0% | +5.5% | +99.5% | +81.0% |
| 10Y | +594.2% | +90.7% | +503.4% | +295.6% |
| All | +74,290.4% | +2,100.6% | +72,189.8% | +13,029.1% |
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