+509.1%
FAST vs GME
+241.2%
+267.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.4% | +7.2% | -7.6% | -0.5% |
| 30D | -0.8% | +0.8% | -1.6% | -0.8% |
| 3M | +5.8% | -14.0% | +19.7% | +6.1% |
| 6M | +8.0% | -19.7% | +27.7% | +8.4% |
| YTD | +25.6% | -4.6% | +30.2% | +25.6% |
| 1Y | +0.8% | -14.3% | +15.2% | +1.0% |
| 3Y | +86.1% | +4.0% | +82.1% | +80.1% |
| 5Y | +100.2% | -62.2% | +162.4% | +95.4% |
| All | +509.1% | +241.2% | +267.8% | +351.5% |
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