+254.0%
GM vs FAST
+1,161.4%
-907.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +2.6% |
| 7D | -0.3% | +3.8% | -4.2% | -2.1% |
| 30D | +8.4% | +8.1% | +0.3% | +4.2% |
| 3M | +2.6% | +5.8% | -3.2% | -0.4% |
| 6M | +14.3% | +24.9% | -10.6% | +2.0% |
| YTD | +11.0% | +38.9% | -27.9% | -6.5% |
| 1Y | +27.8% | +36.5% | -8.7% | +8.6% |
| 3Y | +246.7% | +98.1% | +148.5% | +137.0% |
| 5Y | +59.6% | +109.3% | -49.8% | +5.1% |
| 10Y | +249.1% | +547.9% | -298.8% | +28.5% |
| All | +254.0% | +1,161.4% | -907.5% | -18.0% |
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