+486.7%
GS vs FAST
+586.8%
-100.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -3.2% | +2.1% | -5.3% | -4.2% |
| 30D | -2.4% | +6.9% | -9.3% | -5.7% |
| 3M | -15.7% | +4.8% | -20.6% | -17.9% |
| 6M | -6.8% | +19.8% | -26.5% | -15.8% |
| YTD | -0.1% | +34.9% | -35.0% | -15.8% |
| 1Y | +12.1% | +32.8% | -20.7% | -4.9% |
| 3Y | +185.8% | +93.7% | +92.0% | +94.6% |
| 5Y | +140.1% | +105.3% | +34.8% | +54.8% |
| All | +486.7% | +586.8% | -100.1% | +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 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