+410.2%
GE vs FAST
+110.4%
+299.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +5.4% | +4.8% | +0.6% | +3.3% |
| 30D | +9.6% | +8.6% | +1.0% | +5.8% |
| 3M | -7.7% | +5.7% | -13.4% | -10.0% |
| 6M | +14.0% | +25.5% | -11.4% | +3.0% |
| YTD | +10.2% | +39.6% | -29.4% | -5.6% |
| 1Y | +8.9% | +35.5% | -26.6% | -5.5% |
| 3Y | +273.7% | +96.2% | +177.4% | +164.8% |
| 5Y | +410.2% | +110.2% | +300.0% | +223.7% |
| All | +410.2% | +110.4% | +299.8% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling