+6,610.0%
AXP vs GFI
+688.7%
+5,921.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.1% | +3.1% | -5.2% | -2.3% |
| 30D | -6.5% | +27.1% | -33.7% | -7.6% |
| 3M | +4.6% | +21.2% | -16.5% | +3.6% |
| 6M | +5.4% | -4.5% | +9.9% | +5.3% |
| YTD | -11.1% | +11.7% | -22.8% | -12.1% |
| 1Y | -0.3% | +46.0% | -46.4% | -2.7% |
| 3Y | +111.6% | +309.6% | -198.0% | +95.2% |
| 5Y | +117.6% | +506.0% | -388.5% | +94.8% |
| 10Y | +474.1% | +1,009.2% | -535.1% | +384.7% |
| All | +6,610.0% | +688.7% | +5,921.3% | +5,867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling