+514.9%
GEV vs FAST
+51.3%
+463.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | +3.7% | +4.2% | -0.4% | +2.5% |
| 30D | -14.7% | +6.7% | -21.3% | -16.3% |
| 3M | -23.4% | +8.0% | -31.5% | -25.2% |
| 6M | -24.3% | +27.4% | -51.8% | -30.0% |
| YTD | +23.2% | +40.5% | -17.3% | +9.2% |
| 1Y | +44.2% | +38.4% | +5.9% | +28.7% |
| All | +514.9% | +51.3% | +463.6% | +393.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling