-10.2%
AXP vs GD
+6.0%
-16.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | +0.4% | -3.9% | +4.3% | +1.4% |
| 30D | +7.0% | +8.1% | -1.0% | +4.9% |
| 3M | -6.6% | -6.8% | +0.2% | -5.1% |
| 6M | +3.5% | +3.0% | +0.5% | +2.3% |
| YTD | -11.2% | +7.8% | -18.9% | -14.9% |
| 1Y | -10.2% | +5.8% | -16.0% | -12.9% |
| All | -10.2% | +6.0% | -16.1% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling