+154.8%
FAST vs GEHC
+32.0%
+122.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.5% |
| 7D | +4.3% | -3.7% | +8.0% | +5.1% |
| 30D | +8.3% | +22.0% | -13.7% | +3.6% |
| 3M | +6.5% | +13.6% | -7.1% | +3.3% |
| 6M | +29.5% | +34.0% | -4.5% | +20.7% |
| YTD | +41.3% | +0.9% | +40.4% | +39.7% |
| 1Y | +37.4% | +12.7% | +24.6% | +32.6% |
| 3Y | +98.5% | +19.4% | +79.1% | +85.7% |
| All | +154.8% | +32.0% | +122.8% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling