+86.1%
AXP vs GDDY
+60.8%
+25.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +4.4% | +10.4% | -6.0% | +1.2% |
| 3M | -6.4% | +13.6% | -20.0% | -10.6% |
| 6M | +4.2% | +33.7% | -29.5% | -7.5% |
| YTD | -12.4% | -8.0% | -4.3% | -11.4% |
| 1Y | -11.1% | -12.9% | +1.8% | -8.1% |
| 3Y | +114.9% | +29.3% | +85.5% | +80.7% |
| All | +86.1% | +60.8% | +25.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling