+120.2%
AXP vs GEHC
+20.5%
+99.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | -1.1% | +5.6% | -6.8% | -2.9% |
| 30D | +5.2% | +27.9% | -22.7% | -3.0% |
| 3M | -4.6% | +17.1% | -21.7% | -9.6% |
| 6M | +3.2% | +32.5% | -29.3% | -6.8% |
| YTD | -11.3% | +2.7% | -14.0% | -12.6% |
| 1Y | -11.0% | +15.3% | -26.3% | -16.1% |
| 3Y | +120.2% | +23.7% | +96.5% | +103.1% |
| All | +120.2% | +20.5% | +99.7% | +103.1% |
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