+212.2%
GLD vs FAST
+606.6%
-394.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.8% |
| 7D | +4.9% | +3.8% | +1.1% | +4.9% |
| 30D | -1.3% | +8.1% | -9.4% | -1.4% |
| 3M | -4.8% | +5.8% | -10.6% | -4.8% |
| 6M | -12.5% | +24.9% | -37.4% | -12.8% |
| YTD | -4.2% | +38.9% | -43.2% | -4.6% |
| 1Y | +3.0% | +36.5% | -33.4% | +2.7% |
| 3Y | +109.1% | +98.1% | +11.0% | +107.3% |
| 5Y | +121.6% | +109.3% | +12.3% | +119.1% |
| 10Y | +212.2% | +547.9% | -335.7% | +228.0% |
| All | +212.2% | +606.6% | -394.4% | +228.0% |
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