+509.1%
FAST vs GRMN
+634.0%
-124.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.7% |
| 30D | -0.8% | -8.4% | +7.7% | +2.6% |
| 3M | +5.8% | +15.0% | -9.3% | -0.8% |
| 6M | +8.0% | +11.2% | -3.2% | +2.1% |
| YTD | +25.6% | +37.7% | -12.1% | +8.4% |
| 1Y | +0.8% | +18.5% | -17.7% | -8.1% |
| 3Y | +86.1% | +175.8% | -89.7% | +6.9% |
| 5Y | +100.2% | +75.1% | +25.1% | +42.0% |
| All | +509.1% | +634.0% | -124.9% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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