+250.2%
GM vs FAST
+1,167.7%
-917.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +0.4% | +4.8% | -4.4% | -1.9% |
| 30D | +7.2% | +8.6% | -1.4% | +2.8% |
| 3M | +1.0% | +5.7% | -4.7% | -1.8% |
| 6M | +13.0% | +25.5% | -12.4% | +0.7% |
| YTD | +9.8% | +39.6% | -29.8% | -7.8% |
| 1Y | +25.9% | +35.5% | -9.6% | +7.4% |
| 3Y | +240.4% | +96.2% | +144.2% | +133.9% |
| 5Y | +56.1% | +110.2% | -54.1% | +2.6% |
| 10Y | +226.7% | +531.8% | -305.1% | +21.6% |
| All | +250.2% | +1,167.7% | -917.5% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling