+6,610.0%
AXP vs GAP
+2,258.2%
+4,351.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.1% | -4.5% | +2.4% | -0.9% |
| 30D | -6.5% | +9.0% | -15.6% | -9.3% |
| 3M | +4.6% | +5.0% | -0.4% | +2.5% |
| 6M | +5.4% | -17.8% | +23.2% | +9.3% |
| YTD | -11.1% | -10.4% | -0.7% | -10.3% |
| 1Y | -0.3% | -3.4% | +3.1% | -2.1% |
| 3Y | +111.6% | +111.5% | +0.1% | +50.6% |
| 5Y | +117.6% | +8.8% | +108.8% | +74.8% |
| 10Y | +474.1% | +32.9% | +441.2% | +265.4% |
| All | +6,610.0% | +2,258.2% | +4,351.8% | +1,231.0% |
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 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