+448.7%
AXP vs GAP
+15.9%
+432.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.1% |
| 7D | +0.6% | -3.8% | +4.4% | +1.6% |
| 30D | +5.8% | -9.0% | +14.8% | +8.4% |
| 3M | -6.0% | +5.5% | -11.5% | -8.1% |
| 6M | +0.3% | -11.1% | +11.4% | +1.9% |
| YTD | -12.3% | -13.6% | +1.3% | -10.9% |
| 1Y | -11.2% | -2.9% | -8.4% | -13.0% |
| 3Y | +117.0% | +69.6% | +47.4% | +65.3% |
| 5Y | +93.2% | +5.4% | +87.8% | +57.8% |
| All | +448.7% | +15.9% | +432.8% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling