+211.8%
GLD vs FAST
+541.5%
-329.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -2.0% | +4.3% | -6.3% | -2.0% |
| 30D | -4.4% | +8.3% | -12.8% | -4.6% |
| 3M | -8.9% | +6.5% | -15.4% | -9.0% |
| 6M | -16.0% | +29.5% | -45.5% | -16.3% |
| YTD | -7.9% | +41.3% | -49.1% | -8.2% |
| 1Y | -3.9% | +37.4% | -41.3% | -4.2% |
| 3Y | +103.4% | +98.5% | +4.9% | +101.6% |
| 5Y | +109.7% | +111.1% | -1.4% | +107.2% |
| 10Y | +211.8% | +548.6% | -336.7% | +230.1% |
| All | +211.8% | +541.5% | -329.6% | +230.1% |
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