+518.8%
GEV vs FAST
+52.1%
+466.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | -3.0% | +4.3% | -7.2% | -4.1% |
| 30D | -18.9% | +8.3% | -27.2% | -20.8% |
| 3M | -20.1% | +6.5% | -26.6% | -21.6% |
| 6M | -24.6% | +29.5% | -54.1% | -30.6% |
| YTD | +24.0% | +41.3% | -17.3% | +9.7% |
| 1Y | +40.6% | +37.4% | +3.2% | +25.9% |
| All | +518.8% | +52.1% | +466.7% | +395.5% |
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