+488.8%
GS vs FAST
+585.7%
-96.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -3.1% | +4.6% | -7.8% | -5.4% |
| 3M | -17.7% | +6.4% | -24.0% | -20.4% |
| 6M | -4.6% | +20.6% | -25.1% | -14.1% |
| YTD | +0.3% | +34.7% | -34.4% | -15.4% |
| 1Y | +11.7% | +29.7% | -17.9% | -4.0% |
| 3Y | +183.6% | +89.9% | +93.6% | +95.1% |
| 5Y | +141.0% | +105.0% | +36.0% | +55.5% |
| All | +488.8% | +585.7% | -96.8% | +96.8% |
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