+151.2%
GE vs FAST
+546.1%
-394.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +5.1% | +5.0% | +0.1% | +2.8% |
| 30D | +7.6% | +8.6% | -1.0% | +3.4% |
| 3M | -9.3% | +6.9% | -16.2% | -12.2% |
| 6M | +11.5% | +29.6% | -18.0% | -1.8% |
| YTD | +7.9% | +41.4% | -33.5% | -9.4% |
| 1Y | +7.6% | +38.5% | -30.9% | -8.8% |
| 3Y | +265.9% | +98.7% | +167.1% | +153.4% |
| 5Y | +405.9% | +108.0% | +297.9% | +236.3% |
| All | +151.2% | +546.1% | -394.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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