+211.6%
GM vs FAST
+541.9%
-330.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -0.2% | +4.2% | -4.3% | -2.2% |
| 30D | +3.6% | +6.7% | -3.1% | +0.1% |
| 3M | -0.2% | +8.0% | -8.3% | -4.2% |
| 6M | +13.9% | +27.4% | -13.5% | +0.4% |
| YTD | +6.5% | +40.5% | -34.0% | -11.1% |
| 1Y | +20.7% | +38.4% | -17.7% | +1.5% |
| 3Y | +229.5% | +98.7% | +130.8% | +122.1% |
| 5Y | +41.5% | +106.7% | -65.2% | -7.9% |
| All | +211.6% | +541.9% | -330.3% | +21.7% |
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