+122.3%
AXP vs GEHC
+30.8%
+91.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -2.1% | -2.3% | +0.2% | -1.4% |
| 30D | +2.7% | +19.0% | -16.4% | -3.0% |
| 3M | -7.3% | +13.3% | -20.6% | -11.0% |
| 6M | +1.8% | +31.5% | -29.7% | -7.7% |
| YTD | -13.1% | 0.0% | -13.0% | -13.8% |
| 1Y | -13.7% | +9.4% | -23.1% | -17.1% |
| 3Y | +113.1% | +18.3% | +94.8% | +94.1% |
| All | +122.3% | +30.8% | +91.5% | +93.4% |
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