+114.5%
AXP vs GFI
+317.3%
-202.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.6% | +5.7% | -5.1% | +0.4% |
| 30D | -4.3% | +15.6% | -19.9% | -4.7% |
| 3M | +4.7% | +31.5% | -26.8% | +3.8% |
| 6M | +9.0% | -3.7% | +12.7% | +8.4% |
| YTD | -11.1% | +11.2% | -22.4% | -11.7% |
| 1Y | +1.3% | +36.4% | -35.1% | -0.1% |
| 3Y | +114.5% | +313.5% | -199.0% | +98.0% |
| All | +114.5% | +317.3% | -202.8% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling