+90.1%
FAST vs IAU
+127.9%
-37.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +4.4% | -5.2% | -0.9% |
| 3M | +5.8% | -1.1% | +6.8% | +5.9% |
| 6M | +8.0% | -13.7% | +21.7% | +8.5% |
| YTD | +25.6% | +2.7% | +22.9% | +26.3% |
| 1Y | +0.8% | +24.6% | -23.8% | +1.5% |
| All | +90.1% | +127.9% | -37.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling