+6,763.5%
AXP vs GD
+20,595.6%
-13,832.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.7% | +3.4% |
| 7D | +4.6% | +3.0% | +1.6% | +3.0% |
| 30D | +9.7% | +10.5% | -0.8% | +4.4% |
| 3M | -3.8% | -5.0% | +1.2% | -1.6% |
| 6M | +4.8% | +5.5% | -0.7% | +1.5% |
| YTD | -9.1% | +10.3% | -19.4% | -14.4% |
| 1Y | -6.7% | +8.2% | -14.9% | -11.3% |
| 3Y | +125.2% | +59.0% | +66.2% | +76.0% |
| 5Y | +105.0% | +104.3% | +0.7% | +41.1% |
| 10Y | +481.5% | +202.4% | +279.0% | +240.7% |
| All | +6,763.5% | +20,595.6% | -13,832.2% | +1,722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling