+105.3%
FAST vs IAU
+120.1%
-14.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.1% | +4.7% | -2.7% | +1.7% |
| 30D | +6.9% | -0.9% | +7.8% | +6.9% |
| 3M | +4.8% | -4.4% | +9.2% | +5.2% |
| 6M | +19.8% | -13.5% | +33.3% | +21.3% |
| YTD | +34.9% | -5.9% | +40.8% | +35.4% |
| 1Y | +32.8% | +1.9% | +30.9% | +32.6% |
| 3Y | +93.7% | +104.1% | -10.3% | +72.9% |
| All | +105.3% | +120.1% | -14.8% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling