+575.3%
FAST vs GME
+497.1%
+78.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | +0.1% |
| 7D | +2.1% | +3.7% | -1.6% | +2.0% |
| 30D | +6.9% | +2.2% | +4.7% | +6.8% |
| 3M | +4.8% | +30.6% | -25.8% | +4.2% |
| 6M | +19.8% | -0.2% | +20.0% | +19.7% |
| YTD | +34.9% | +25.1% | +9.8% | +34.0% |
| 1Y | +32.8% | +17.7% | +15.1% | +32.1% |
| 3Y | +93.7% | +85.7% | +8.1% | +85.1% |
| 5Y | +105.3% | -52.9% | +158.2% | +99.5% |
| All | +575.3% | +497.1% | +78.2% | +342.3% |
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