+96.8%
AXP vs GFS
-8.5%
+105.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.2% |
| 7D | -2.9% | +6.2% | -9.1% | -4.1% |
| 30D | +3.7% | -11.4% | +15.1% | +5.6% |
| 3M | -4.9% | -15.5% | +10.6% | -2.6% |
| 6M | +4.1% | -42.6% | +46.7% | +13.0% |
| YTD | -11.7% | +23.2% | -34.9% | -22.1% |
| 1Y | -11.7% | +23.6% | -35.3% | -22.3% |
| 3Y | +116.5% | -17.2% | +133.7% | +101.8% |
| 5Y | +89.5% | -23.4% | +112.9% | +75.3% |
| All | +96.8% | -8.5% | +105.3% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling