+205.0%
GM vs FAST
+91.8%
+113.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -1.4% | +2.1% | -3.5% | -2.1% |
| 30D | +6.4% | +6.9% | -0.5% | +3.7% |
| 3M | -0.7% | +4.8% | -5.5% | -2.5% |
| 6M | +9.9% | +19.8% | -9.8% | +2.8% |
| YTD | +6.7% | +34.9% | -28.2% | -4.4% |
| 1Y | +26.2% | +32.8% | -6.5% | +13.7% |
| 3Y | +205.0% | +93.7% | +111.3% | +149.6% |
| All | +205.0% | +91.8% | +113.2% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling