+547.9%
FAST vs GME
+520.4%
+27.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.9% |
| 7D | +3.8% | +5.8% | -1.9% | +3.7% |
| 30D | +8.1% | -3.7% | +11.7% | +8.1% |
| 3M | +5.8% | +33.6% | -27.8% | +5.1% |
| 6M | +24.9% | +5.4% | +19.5% | +24.6% |
| YTD | +38.9% | +27.4% | +11.5% | +38.0% |
| 1Y | +36.5% | +19.0% | +17.4% | +35.7% |
| 3Y | +98.1% | +101.5% | -3.4% | +88.9% |
| 5Y | +109.3% | -50.5% | +159.8% | +103.2% |
| 10Y | +547.9% | +493.3% | +54.6% | +331.7% |
| All | +547.9% | +520.4% | +27.5% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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