+231.3%
GM vs FAST
+506.2%
-274.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -1.1% | +1.8% | -2.9% | -1.9% |
| 30D | -4.6% | -6.4% | +1.9% | -1.4% |
| 3M | +0.2% | +5.3% | -5.1% | -2.5% |
| 6M | +12.6% | +5.4% | +7.2% | +9.1% |
| YTD | +3.7% | +23.6% | -19.9% | -7.4% |
| 1Y | +45.6% | +4.1% | +41.6% | +41.1% |
| 3Y | +162.0% | +92.4% | +69.6% | +79.4% |
| 5Y | +80.5% | +106.1% | -25.6% | +18.6% |
| 10Y | +231.3% | +524.1% | -292.8% | +39.4% |
| All | +231.3% | +506.2% | -274.8% | +39.4% |
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