+89.6%
AXP vs GAP
+7.5%
+82.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | +5.0% | -5.4% | +10.4% | +6.1% |
| 3M | -4.2% | +2.9% | -7.1% | -5.4% |
| 6M | +2.9% | -4.4% | +7.4% | +2.6% |
| YTD | -11.6% | -11.6% | 0.0% | -10.8% |
| 1Y | -11.1% | -6.0% | -5.0% | -11.6% |
| 3Y | +116.7% | +78.0% | +38.7% | +75.3% |
| 5Y | +89.6% | +8.5% | +81.1% | +50.8% |
| All | +89.6% | +7.5% | +82.1% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling