+548.6%
FAST vs GPN
+50.3%
+498.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | +4.3% | +4.3% | 0.0% | +3.0% |
| 30D | +8.3% | +22.1% | -13.8% | +1.5% |
| 3M | +6.5% | +17.1% | -10.6% | +0.7% |
| 6M | +29.5% | +46.7% | -17.2% | +13.3% |
| YTD | +41.3% | +30.8% | +10.5% | +26.6% |
| 1Y | +37.4% | +31.5% | +5.9% | +22.8% |
| 3Y | +98.5% | -5.1% | +103.7% | +91.0% |
| 5Y | +111.1% | -18.1% | +129.2% | +105.9% |
| 10Y | +548.6% | +53.1% | +495.4% | +452.9% |
| All | +548.6% | +50.3% | +498.2% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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