+126.2%
FAST vs GTLB
-49.8%
+176.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | +4.3% | -9.6% | +13.9% | +5.0% |
| 30D | +8.3% | -15.5% | +23.8% | +9.4% |
| 3M | +6.5% | +12.4% | -5.9% | +5.3% |
| 6M | +29.5% | +84.6% | -55.0% | +23.2% |
| YTD | +41.3% | +26.1% | +15.2% | +37.7% |
| 1Y | +37.4% | +1.7% | +35.7% | +36.1% |
| 3Y | +98.5% | +6.1% | +92.5% | +90.9% |
| 5Y | +111.1% | -61.1% | +172.2% | +103.5% |
| All | +126.2% | -49.8% | +176.0% | +116.4% |
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