+6,606.2%
AXP vs GAP
+2,273.6%
+4,332.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.4% | -0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +0.9% |
| 30D | +7.0% | -5.1% | +12.1% | +8.5% |
| 3M | -6.6% | +9.8% | -16.3% | -9.8% |
| 6M | +3.5% | -3.6% | +7.1% | +2.7% |
| YTD | -11.2% | -9.8% | -1.4% | -10.8% |
| 1Y | -10.2% | -1.5% | -8.7% | -12.3% |
| 3Y | +120.0% | +74.3% | +45.7% | +66.2% |
| 5Y | +95.6% | +9.9% | +85.6% | +56.8% |
| 10Y | +468.1% | +22.9% | +445.2% | +270.8% |
| All | +6,606.2% | +2,273.6% | +4,332.6% | +1,222.9% |
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