+110.2%
FAST vs GPN
-19.6%
+129.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.3% |
| 7D | +4.8% | +3.7% | +1.1% | +4.0% |
| 30D | +8.6% | +23.6% | -15.0% | +3.5% |
| 3M | +5.7% | +18.3% | -12.6% | +1.4% |
| 6M | +25.5% | +47.8% | -22.3% | +13.7% |
| YTD | +39.6% | +32.6% | +7.0% | +28.8% |
| 1Y | +35.5% | +36.0% | -0.5% | +24.1% |
| 3Y | +96.2% | -3.9% | +100.1% | +91.4% |
| 5Y | +110.2% | -19.4% | +129.6% | +112.9% |
| All | +110.2% | -19.6% | +129.8% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling