+151.8%
FAST vs GEHC
+33.6%
+118.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +4.8% | +3.7% | +1.1% | +3.9% |
| 30D | +8.6% | +27.3% | -18.7% | +2.9% |
| 3M | +5.7% | +14.7% | -9.1% | +2.4% |
| 6M | +25.5% | +31.9% | -6.5% | +17.3% |
| YTD | +39.6% | +2.2% | +37.4% | +37.7% |
| 1Y | +35.5% | +14.1% | +21.4% | +30.4% |
| 3Y | +96.2% | +21.0% | +75.2% | +83.0% |
| All | +151.8% | +33.6% | +118.2% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling