+94.7%
FAST vs GPN
-27.1%
+121.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | -4.7% | +3.8% | -8.6% | -5.6% |
| 3M | +7.9% | +39.2% | -31.2% | +0.7% |
| 6M | +7.4% | +17.9% | -10.4% | +3.2% |
| YTD | +25.1% | +16.4% | +8.7% | +20.0% |
| 1Y | +4.7% | +3.6% | +1.1% | +3.0% |
| 3Y | +94.7% | -26.7% | +121.4% | +104.8% |
| All | +94.7% | -27.1% | +121.8% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling