+31.6%
FAST vs GTLB
+6.1%
+25.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.4% | -9.7% | +13.1% | +3.1% |
| 30D | +5.5% | +1.7% | +3.8% | +5.6% |
| 3M | +7.6% | +43.6% | -36.0% | +8.8% |
| 6M | +19.8% | +113.0% | -93.2% | +23.2% |
| YTD | +35.5% | +39.5% | -4.1% | +38.9% |
| 1Y | +31.6% | +12.6% | +19.0% | +34.3% |
| All | +31.6% | +6.1% | +25.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling