+1,322.1%
FAST vs GNRC
+2,087.1%
-765.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -0.4% | +1.9% | -2.3% | -0.8% |
| 30D | -0.8% | -13.8% | +13.0% | +2.5% |
| 3M | +5.8% | -32.6% | +38.4% | +14.7% |
| 6M | +8.0% | -15.2% | +23.2% | +10.0% |
| YTD | +25.6% | +37.4% | -11.8% | +13.4% |
| 1Y | +0.8% | +5.1% | -4.3% | -4.0% |
| 3Y | +86.1% | +57.5% | +28.6% | +55.2% |
| 5Y | +100.2% | -58.7% | +158.9% | +116.7% |
| 10Y | +494.2% | +395.5% | +98.7% | +211.0% |
| All | +1,322.1% | +2,087.1% | -765.0% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling