+215.1%
GM vs FAST
+541.5%
-326.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.4% |
| 7D | -3.8% | +4.3% | -8.1% | -5.8% |
| 30D | +7.9% | +8.3% | -0.4% | +3.6% |
| 3M | -0.3% | +6.5% | -6.8% | -3.5% |
| 6M | +18.6% | +29.5% | -10.9% | +3.7% |
| YTD | +10.0% | +41.3% | -31.2% | -8.4% |
| 1Y | +25.9% | +37.4% | -11.5% | +6.3% |
| 3Y | +241.2% | +98.5% | +142.7% | +130.3% |
| 5Y | +50.0% | +111.1% | -61.1% | -3.3% |
| 10Y | +215.1% | +548.6% | -333.5% | +26.0% |
| All | +215.1% | +541.5% | -326.4% | +26.0% |
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 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