+620.7%
GEV vs FAST
+35.3%
+585.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | -7.5% | -0.8% | -6.7% | -7.3% |
| 3M | -2.2% | +5.8% | -7.9% | -4.0% |
| 6M | +12.1% | +8.0% | +4.1% | +8.9% |
| YTD | +44.4% | +25.6% | +18.8% | +32.4% |
| 1Y | +57.7% | +0.8% | +56.9% | +57.1% |
| All | +620.7% | +35.3% | +585.5% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling