+97.9%
FAST vs GTLB
-50.8%
+148.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | +1.8% | -6.6% | +8.4% | +2.3% |
| 30D | -6.4% | +13.7% | -20.2% | -7.4% |
| 3M | +5.3% | +52.9% | -47.6% | +1.9% |
| 6M | +5.4% | +88.5% | -83.1% | 0.0% |
| YTD | +23.6% | +23.4% | +0.1% | +20.8% |
| 1Y | +4.1% | -3.8% | +7.9% | +3.5% |
| 3Y | +92.4% | -11.5% | +103.9% | +87.8% |
| All | +97.9% | -50.8% | +148.7% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling