+548.6%
FAST vs GNRC
+385.9%
+162.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | -0.3% |
| 7D | +4.3% | +2.5% | +1.8% | +3.5% |
| 30D | +8.3% | -11.2% | +19.5% | +10.4% |
| 3M | +6.5% | -10.1% | +16.6% | +7.6% |
| 6M | +29.5% | -28.5% | +58.0% | +36.3% |
| YTD | +41.3% | +42.3% | -1.0% | +25.0% |
| 1Y | +37.4% | +22.8% | +14.5% | +25.4% |
| 3Y | +98.5% | +87.3% | +11.2% | +57.5% |
| 5Y | +111.1% | -56.9% | +168.0% | +130.8% |
| 10Y | +548.6% | +384.9% | +163.7% | +179.1% |
| All | +548.6% | +385.9% | +162.7% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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