+43.4%
GEV vs FAST
+36.2%
+7.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.2% | +6.5% |
| 7D | -3.8% | +3.8% | -7.7% | -4.5% |
| 30D | -17.4% | +8.1% | -25.5% | -18.7% |
| 3M | -16.2% | +5.8% | -22.0% | -17.2% |
| 6M | -20.2% | +24.9% | -45.0% | -23.9% |
| YTD | +27.2% | +38.9% | -11.7% | +13.6% |
| All | +43.4% | +36.2% | +7.2% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling