+126.5%
FAST vs GTLB
-49.8%
+176.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.0% | -3.5% | +8.5% | +5.3% |
| 30D | +8.6% | -9.0% | +17.5% | +9.1% |
| 3M | +6.9% | +15.9% | -8.9% | +5.5% |
| 6M | +29.6% | +104.9% | -75.3% | +22.4% |
| YTD | +41.4% | +26.0% | +15.4% | +37.9% |
| 1Y | +38.5% | +1.8% | +36.7% | +37.2% |
| 3Y | +98.7% | +6.0% | +92.8% | +91.1% |
| 5Y | +108.0% | -62.2% | +170.2% | +100.8% |
| All | +126.5% | -49.8% | +176.3% | +116.6% |
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