+89.6%
AXP vs GFI
+353.0%
-263.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.8% | 0.0% |
| 7D | -0.6% | +10.4% | -11.0% | -1.1% |
| 30D | +5.0% | +3.6% | +1.3% | +4.7% |
| 3M | -4.2% | -5.1% | +0.8% | -4.2% |
| 6M | +2.9% | -13.0% | +16.0% | +3.0% |
| YTD | -11.6% | -8.0% | -3.5% | -12.0% |
| 1Y | -11.1% | -5.0% | -6.1% | -11.6% |
| 3Y | +116.7% | +228.8% | -112.1% | +99.4% |
| 5Y | +89.6% | +354.4% | -264.8% | +69.4% |
| All | +89.6% | +353.0% | -263.4% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling