+216.0%
GLD vs FAST
+492.5%
-276.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.5% | -0.4% | -0.2% | -0.5% |
| 30D | +4.4% | -0.8% | +5.2% | +4.4% |
| 3M | -1.1% | +5.8% | -6.8% | -1.2% |
| 6M | -13.8% | +8.0% | -21.8% | -13.9% |
| YTD | +2.6% | +25.6% | -23.0% | +2.4% |
| 1Y | +24.5% | +0.8% | +23.7% | +24.4% |
| 3Y | +125.8% | +86.1% | +39.7% | +124.2% |
| 5Y | +137.8% | +100.2% | +37.6% | +135.6% |
| All | +216.0% | +492.5% | -276.5% | +230.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling