+186.8%
GS vs FAST
+91.5%
+95.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -3.1% | +4.6% | -7.8% | -4.9% |
| 3M | -17.7% | +6.4% | -24.0% | -19.8% |
| 6M | -4.6% | +20.6% | -25.1% | -12.5% |
| YTD | +0.3% | +34.7% | -34.4% | -13.4% |
| 1Y | +11.7% | +29.7% | -17.9% | -1.8% |
| All | +186.8% | +91.5% | +95.4% | +111.0% |
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 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