+126.0%
AXP vs GEHC
+33.6%
+92.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | +3.7% | -4.3% | -1.8% |
| 30D | +5.0% | +27.3% | -22.4% | -2.9% |
| 3M | -4.2% | +14.7% | -19.0% | -8.5% |
| 6M | +2.9% | +31.9% | -29.0% | -6.7% |
| YTD | -11.6% | +2.2% | -13.8% | -12.9% |
| 1Y | -11.1% | +14.1% | -25.2% | -15.8% |
| 3Y | +116.7% | +21.0% | +95.8% | +96.1% |
| All | +126.0% | +33.6% | +92.4% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling