+246.5%
GM vs FAST
+1,040.8%
-794.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | -1.4% | -0.8% | -0.6% | -1.1% |
| 3M | +5.9% | +5.8% | +0.2% | +2.8% |
| 6M | +12.4% | +8.0% | +4.4% | +7.5% |
| YTD | +8.6% | +25.6% | -17.0% | -3.7% |
| 1Y | +52.6% | +0.8% | +51.8% | +50.2% |
| 3Y | +169.7% | +86.1% | +83.5% | +89.5% |
| 5Y | +87.5% | +100.2% | -12.7% | +26.2% |
| 10Y | +233.0% | +494.2% | -261.2% | +27.6% |
| All | +246.5% | +1,040.8% | -794.3% | -15.6% |
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 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