+100.0%
FAST vs GRMN
+158.7%
-58.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | +5.0% | -0.1% | +5.1% | +5.0% |
| 30D | +8.6% | +3.5% | +5.0% | +7.8% |
| 3M | +6.9% | -7.3% | +14.2% | +8.3% |
| 6M | +29.6% | +21.8% | +7.8% | +24.0% |
| YTD | +41.4% | +42.8% | -1.4% | +30.3% |
| 1Y | +38.5% | +46.5% | -8.0% | +26.9% |
| All | +100.0% | +158.7% | -58.7% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling