+126.6%
FAST vs GEHC
+10.0%
+116.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.4% | -4.0% | +3.6% | +0.5% |
| 30D | -0.8% | -2.0% | +1.2% | -0.4% |
| 3M | +5.8% | +8.0% | -2.2% | +3.6% |
| 6M | +8.0% | -12.8% | +20.8% | +10.6% |
| YTD | +25.6% | -15.9% | +41.6% | +29.5% |
| 1Y | +0.8% | -6.9% | +7.7% | +1.4% |
| 3Y | +86.1% | 0.0% | +86.2% | +81.2% |
| All | +126.6% | +10.0% | +116.6% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling