+654.3%
GS vs FAST
+492.5%
+161.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -1.6% | -0.8% | -0.8% | -1.3% |
| 3M | -4.5% | +5.8% | -10.2% | -7.8% |
| 6M | +20.9% | +8.0% | +12.9% | +15.0% |
| YTD | +19.9% | +25.6% | -5.7% | +4.9% |
| 1Y | +41.4% | +0.8% | +40.6% | +38.3% |
| 3Y | +239.2% | +86.1% | +153.1% | +135.5% |
| 5Y | +185.0% | +100.2% | +84.8% | +86.2% |
| All | +654.3% | +492.5% | +161.8% | +176.1% |
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