+407.0%
AXP vs GDDY
+243.9%
+163.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +4.4% | +10.4% | -6.0% | +0.6% |
| 3M | -6.4% | +13.6% | -20.0% | -11.4% |
| 6M | +4.2% | +33.7% | -29.5% | -9.0% |
| YTD | -12.4% | -8.0% | -4.3% | -13.2% |
| 1Y | -11.1% | -12.9% | +1.8% | -10.1% |
| 3Y | +114.9% | +29.3% | +85.5% | +81.4% |
| 5Y | +87.4% | +60.8% | +26.6% | +42.1% |
| All | +407.0% | +243.9% | +163.1% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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