+105.3%
FAST vs GRMN
+122.2%
-16.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.1% | +4.7% | -2.7% | +0.7% |
| 30D | +6.9% | +3.4% | +3.5% | +5.6% |
| 3M | +4.8% | -5.0% | +9.9% | +6.2% |
| 6M | +19.8% | +18.6% | +1.2% | +12.5% |
| YTD | +34.9% | +42.5% | -7.6% | +18.5% |
| 1Y | +32.8% | +42.3% | -9.5% | +16.6% |
| 3Y | +93.7% | +158.5% | -64.7% | +22.6% |
| All | +105.3% | +122.2% | -16.9% | +39.3% |
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 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