+116.7%
AXP vs GFI
+228.0%
-111.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.8% | 0.0% |
| 7D | -0.6% | +10.4% | -11.0% | -1.0% |
| 30D | +5.0% | +3.6% | +1.3% | +4.8% |
| 3M | -4.2% | -5.1% | +0.8% | -4.2% |
| 6M | +2.9% | -13.0% | +16.0% | +2.8% |
| YTD | -11.6% | -8.0% | -3.5% | -11.8% |
| 1Y | -11.1% | -5.0% | -6.1% | -11.4% |
| 3Y | +116.7% | +228.8% | -112.1% | +100.9% |
| All | +116.7% | +228.0% | -111.3% | +100.9% |
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