+492.6%
GEV vs FAST
+45.2%
+447.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -9.8% | +2.1% | -11.8% | -10.3% |
| 30D | -22.3% | +6.9% | -29.2% | -23.9% |
| 3M | -22.6% | +4.8% | -27.4% | -23.7% |
| 6M | -30.7% | +19.8% | -50.5% | -34.7% |
| YTD | +18.7% | +34.9% | -16.2% | +6.5% |
| 1Y | +41.0% | +32.8% | +8.3% | +27.4% |
| All | +492.6% | +45.2% | +447.4% | +381.0% |
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 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