+85.9%
AXP vs GFS
-23.1%
+109.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -2.1% | +17.2% | -19.3% | -5.3% |
| 30D | +2.7% | -8.7% | +11.4% | +4.0% |
| 3M | -7.3% | -19.7% | +12.4% | -3.9% |
| 6M | +1.8% | -40.7% | +42.5% | +9.9% |
| YTD | -13.1% | +22.5% | -35.6% | -23.6% |
| 1Y | -13.7% | +25.2% | -38.9% | -24.8% |
| 3Y | +113.1% | -17.7% | +130.8% | +98.3% |
| 5Y | +85.9% | -23.5% | +109.5% | +71.5% |
| All | +85.9% | -23.1% | +109.0% | +71.5% |
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