+6,524.1%
AXP vs GAP
+2,175.1%
+4,349.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | 0.0% |
| 7D | +0.6% | -3.8% | +4.4% | +1.6% |
| 30D | +5.8% | -9.0% | +14.8% | +8.5% |
| 3M | -6.0% | +5.5% | -11.5% | -8.2% |
| 6M | +0.3% | -11.1% | +11.4% | +1.9% |
| YTD | -12.3% | -13.6% | +1.3% | -10.8% |
| 1Y | -11.2% | -2.9% | -8.4% | -13.0% |
| 3Y | +117.0% | +69.6% | +47.4% | +65.2% |
| 5Y | +93.2% | +5.4% | +87.8% | +56.7% |
| 10Y | +461.2% | +17.8% | +443.4% | +270.7% |
| All | +6,524.1% | +2,175.1% | +4,349.0% | +1,222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling