+114.9%
AXP vs GEHC
+20.0%
+94.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | +4.4% | +21.3% | -16.9% | -2.0% |
| 3M | -6.4% | +12.6% | -19.0% | -10.1% |
| 6M | +4.2% | +34.3% | -30.1% | -6.5% |
| YTD | -12.4% | +1.4% | -13.8% | -13.2% |
| 1Y | -11.1% | +12.5% | -23.6% | -15.4% |
| 3Y | +114.9% | +19.2% | +95.7% | +99.8% |
| All | +114.9% | +20.0% | +94.9% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling