+111.1%
AXP vs FGI
-4.4%
+115.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.1% |
| 7D | -2.1% | +0.5% | -2.7% | -2.1% |
| 30D | -6.5% | +65.4% | -71.9% | -6.4% |
| 3M | +4.6% | +23.5% | -18.9% | +4.7% |
| 6M | +5.4% | +60.5% | -55.1% | +5.5% |
| YTD | -11.1% | +30.0% | -41.1% | -11.1% |
| 1Y | -0.3% | +82.1% | -82.4% | +0.5% |
| All | +111.1% | -4.4% | +115.5% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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