+240.2%
GM vs FAST
+1,124.9%
-884.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -1.4% | +2.1% | -3.5% | -2.4% |
| 30D | +6.4% | +6.9% | -0.5% | +2.8% |
| 3M | -0.7% | +4.8% | -5.5% | -3.1% |
| 6M | +9.9% | +19.8% | -9.8% | +0.2% |
| YTD | +6.7% | +34.9% | -28.2% | -8.9% |
| 1Y | +26.2% | +32.8% | -6.5% | +8.7% |
| 3Y | +205.0% | +93.7% | +111.3% | +110.7% |
| 5Y | +53.6% | +105.3% | -51.7% | +2.1% |
| 10Y | +233.4% | +595.4% | -362.0% | +18.2% |
| All | +240.2% | +1,124.9% | -884.7% | -20.1% |
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