+89.6%
AXP vs GFS
-38.3%
+127.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -2.5% |
| 7D | +0.6% | -7.8% | +8.4% | +2.0% |
| 30D | +5.8% | -19.7% | +25.5% | +10.0% |
| 3M | -6.0% | -23.1% | +17.1% | -1.9% |
| 6M | +0.3% | -46.4% | +46.7% | +10.5% |
| YTD | -12.3% | +11.0% | -23.3% | -21.3% |
| 1Y | -11.2% | +12.6% | -23.9% | -20.9% |
| 3Y | +117.0% | -24.9% | +142.0% | +105.6% |
| All | +89.6% | -38.3% | +127.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling