+455.5%
AXP vs GD
+192.5%
+263.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -0.5% |
| 7D | +0.4% | -3.9% | +4.3% | +3.3% |
| 30D | +7.0% | +8.1% | -1.0% | +0.7% |
| 3M | -6.6% | -6.8% | +0.2% | -2.0% |
| 6M | +3.5% | +3.0% | +0.5% | 0.0% |
| YTD | -11.2% | +7.8% | -18.9% | -18.3% |
| 1Y | -10.2% | +5.8% | -16.0% | -16.1% |
| 3Y | +120.0% | +55.3% | +64.7% | +46.4% |
| 5Y | +95.6% | +96.7% | -1.1% | +2.6% |
| All | +455.5% | +192.5% | +263.0% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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