+99.2%
AXP vs FGI
-70.4%
+169.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.2% |
| 7D | -2.1% | +0.5% | -2.7% | -2.1% |
| 30D | -6.5% | +65.4% | -71.9% | -7.2% |
| 3M | +4.6% | +23.5% | -18.9% | +4.1% |
| 6M | +5.4% | +60.5% | -55.1% | +3.9% |
| YTD | -11.1% | +30.0% | -41.1% | -12.2% |
| 1Y | -0.3% | +82.1% | -82.4% | -2.5% |
| 3Y | +111.6% | -4.4% | +116.0% | +109.1% |
| All | +99.2% | -70.4% | +169.6% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling