+105.3%
FAST vs GRMN
+119.5%
-14.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +4.2% | -0.9% | +5.0% | +4.4% |
| 30D | +6.7% | +1.2% | +5.5% | +6.1% |
| 3M | +8.0% | -8.9% | +17.0% | +10.8% |
| 6M | +27.4% | +23.0% | +4.4% | +18.3% |
| YTD | +40.5% | +41.2% | -0.7% | +23.7% |
| 1Y | +38.4% | +47.5% | -9.1% | +20.0% |
| 3Y | +98.7% | +155.8% | -57.1% | +26.0% |
| All | +105.3% | +119.5% | -14.2% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling