+101.2%
FAST vs GTLB
-47.1%
+148.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.4% | +11.1% | -11.4% | -1.1% |
| 30D | -0.8% | +37.8% | -38.6% | -3.1% |
| 3M | +5.8% | +61.6% | -55.8% | +2.0% |
| 6M | +8.0% | +98.9% | -90.9% | +2.1% |
| YTD | +25.6% | +32.8% | -7.1% | +22.2% |
| 1Y | +0.8% | +14.7% | -13.8% | -1.1% |
| 3Y | +86.1% | +1.3% | +84.8% | +79.8% |
| All | +101.2% | -47.1% | +148.3% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling