+524.1%
FAST vs GPN
+21.6%
+502.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.4% |
| 7D | +1.8% | -6.2% | +8.0% | +3.8% |
| 30D | -6.4% | +1.0% | -7.5% | -7.0% |
| 3M | +5.3% | +36.9% | -31.6% | -5.2% |
| 6M | +5.4% | +16.8% | -11.4% | -1.1% |
| YTD | +23.6% | +13.2% | +10.3% | +16.2% |
| 1Y | +4.1% | +1.4% | +2.6% | +1.1% |
| 3Y | +92.4% | -28.6% | +121.0% | +104.0% |
| 5Y | +106.1% | -47.0% | +153.1% | +136.1% |
| 10Y | +524.1% | +25.2% | +498.9% | +436.8% |
| All | +524.1% | +21.6% | +502.5% | +436.8% |
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