+206.3%
GS vs FAST
+92.6%
+113.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.9% |
| 7D | +0.3% | +3.4% | -3.1% | -1.0% |
| 30D | +3.9% | +5.5% | -1.6% | +1.6% |
| 3M | -11.4% | +7.6% | -19.0% | -14.2% |
| 6M | +3.7% | +19.8% | -16.1% | -4.6% |
| YTD | +7.1% | +35.5% | -28.3% | -7.8% |
| 1Y | +19.7% | +31.6% | -12.0% | +4.4% |
| All | +206.3% | +92.6% | +113.7% | +124.8% |
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 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