+33,242.5%
GILD vs FAST
+33,302.5%
-60.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +6.7% | -6.4% | +13.1% | +8.8% |
| 3M | +20.0% | +7.1% | +12.9% | +17.4% |
| 6M | -1.3% | +7.0% | -8.3% | -3.7% |
| YTD | +19.4% | +24.1% | -4.7% | +11.1% |
| 1Y | +28.9% | +4.4% | +24.5% | +26.1% |
| 3Y | +110.3% | +93.2% | +17.1% | +68.1% |
| 5Y | +144.8% | +106.4% | +38.5% | +89.0% |
| 10Y | +164.4% | +526.9% | -362.5% | +38.7% |
| All | +33,242.5% | +33,302.5% | -60.0% | +5,193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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