+127.2%
AXP vs GEHC
+10.0%
+117.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.1% | -4.0% | +1.9% | -0.8% |
| 30D | -6.5% | -2.0% | -4.6% | -6.0% |
| 3M | +4.6% | +8.0% | -3.3% | +1.4% |
| 6M | +5.4% | -12.8% | +18.2% | +9.4% |
| YTD | -11.1% | -15.9% | +4.8% | -6.7% |
| 1Y | -0.3% | -6.9% | +6.6% | +0.6% |
| 3Y | +111.6% | 0.0% | +111.6% | +103.3% |
| All | +127.2% | +10.0% | +117.3% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling