+103.2%
GLD vs FAST
+91.8%
+11.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.6% |
| 30D | -0.9% | +6.9% | -7.8% | -1.2% |
| 3M | -4.4% | +4.8% | -9.2% | -4.6% |
| 6M | -13.6% | +19.8% | -33.3% | -14.1% |
| YTD | -6.0% | +34.9% | -40.9% | -6.5% |
| 1Y | +1.8% | +32.8% | -31.0% | +1.2% |
| 3Y | +103.2% | +93.7% | +9.4% | +95.9% |
| All | +103.2% | +91.8% | +11.4% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling