+106.8%
FAST vs GNRC
-57.1%
+163.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.7% |
| 7D | +1.3% | +4.8% | -3.6% | +0.5% |
| 30D | -4.7% | -10.4% | +5.6% | -3.0% |
| 3M | +7.9% | -28.5% | +36.4% | +13.7% |
| 6M | +7.4% | -6.8% | +14.2% | +7.1% |
| YTD | +25.1% | +39.5% | -14.4% | +15.1% |
| 1Y | +4.7% | +3.4% | +1.3% | +1.1% |
| 3Y | +94.7% | +65.1% | +29.6% | +67.6% |
| 5Y | +106.8% | -57.1% | +163.8% | +101.9% |
| All | +106.8% | -57.1% | +163.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling