+746.1%
GLD vs FAST
+2,169.5%
-1,423.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -1.8% | +4.6% | -6.4% | -1.8% |
| 3M | -3.6% | +6.4% | -10.0% | -3.7% |
| 6M | -10.2% | +20.6% | -30.8% | -10.4% |
| YTD | -5.3% | +34.7% | -39.9% | -5.5% |
| 1Y | +2.5% | +29.7% | -27.2% | +2.2% |
| 3Y | +103.2% | +89.9% | +13.3% | +102.0% |
| 5Y | +121.1% | +105.0% | +16.1% | +119.5% |
| 10Y | +201.9% | +594.2% | -392.3% | +199.1% |
| All | +746.1% | +2,169.5% | -1,423.4% | +712.0% |
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 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