+118.0%
AXP vs GFI
+521.0%
-402.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | +4.7% | +31.5% | -26.8% | +3.5% |
| 6M | +9.0% | -3.7% | +12.7% | +8.6% |
| YTD | -11.1% | +11.2% | -22.4% | -12.0% |
| 1Y | +1.3% | +36.4% | -35.1% | -0.8% |
| 3Y | +114.5% | +313.5% | -199.0% | +96.0% |
| 5Y | +118.0% | +528.0% | -410.0% | +92.5% |
| All | +118.0% | +521.0% | -402.9% | +92.5% |
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