-11.2%
AXP vs GEHC
+9.4%
-20.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +0.6% | +7.6% | -7.0% | -1.2% |
| 30D | +5.8% | +27.5% | -21.6% | -0.1% |
| 3M | -6.0% | +17.2% | -23.3% | -9.6% |
| 6M | +0.3% | +33.6% | -33.3% | -7.3% |
| YTD | -12.3% | +0.6% | -12.9% | -10.1% |
| 1Y | -11.2% | +11.3% | -22.5% | -14.0% |
| All | -11.2% | +9.4% | -20.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling