+155.1%
FAST vs GEHC
+30.8%
+124.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +5.0% | -2.3% | +7.3% | +5.5% |
| 30D | +8.6% | +19.0% | -10.5% | +4.4% |
| 3M | +6.9% | +13.3% | -6.4% | +3.8% |
| 6M | +29.6% | +31.5% | -1.9% | +21.2% |
| YTD | +41.4% | 0.0% | +41.4% | +40.1% |
| 1Y | +38.5% | +9.4% | +29.1% | +34.6% |
| 3Y | +98.7% | +18.3% | +80.4% | +86.3% |
| All | +155.1% | +30.8% | +124.3% | +130.7% |
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