+82.8%
GM vs FAST
+108.2%
-25.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +0.4% | +1.3% | -0.9% | -0.2% |
| 30D | -1.8% | -4.7% | +2.9% | +0.5% |
| 3M | +2.6% | +7.9% | -5.3% | -1.4% |
| 6M | +14.6% | +7.4% | +7.1% | +9.8% |
| YTD | +6.2% | +25.1% | -18.9% | -6.0% |
| 1Y | +48.7% | +4.7% | +44.0% | +43.5% |
| 3Y | +168.3% | +94.7% | +73.6% | +73.4% |
| 5Y | +82.8% | +106.8% | -24.0% | +13.8% |
| All | +82.8% | +108.2% | -25.4% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling