+98.0%
AXP vs GFS
-3.7%
+101.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.1% | +1.0% | -3.1% | -2.3% |
| 30D | -6.5% | -8.6% | +2.1% | -5.1% |
| 3M | +4.6% | -46.5% | +51.2% | +17.4% |
| 6M | +5.4% | -4.8% | +10.2% | +1.8% |
| YTD | -11.1% | +29.7% | -40.8% | -21.8% |
| 1Y | -0.3% | +35.8% | -36.1% | -13.8% |
| 3Y | +111.6% | -18.3% | +129.9% | +99.5% |
| All | +98.0% | -3.7% | +101.7% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling