+90.1%
FAST vs GME
+3.8%
+86.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.4% | +7.2% | -7.6% | -0.4% |
| 30D | -0.8% | +0.8% | -1.6% | -0.8% |
| 3M | +5.8% | -14.0% | +19.7% | +5.8% |
| 6M | +8.0% | -19.7% | +27.7% | +8.1% |
| YTD | +25.6% | -4.6% | +30.2% | +25.7% |
| 1Y | +0.8% | -14.3% | +15.2% | +0.9% |
| All | +90.1% | +3.8% | +86.2% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling