+48.7%
GM vs FAST
+4.9%
+43.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +0.4% | +1.3% | -0.9% | -0.1% |
| 30D | -1.8% | -4.7% | +2.9% | 0.0% |
| 3M | +2.6% | +7.9% | -5.3% | -0.7% |
| 6M | +14.6% | +7.4% | +7.1% | +10.2% |
| YTD | +6.2% | +25.1% | -18.9% | -3.3% |
| 1Y | +48.7% | +4.7% | +44.0% | +33.9% |
| All | +48.7% | +4.9% | +43.8% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling