+124.9%
AXP vs GGLL
+184.7%
-59.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | +7.0% | -36.3% | +43.3% | +14.0% |
| 3M | -6.6% | -42.7% | +36.1% | +1.1% |
| 6M | +3.5% | -53.1% | +56.5% | +14.5% |
| YTD | -11.2% | -32.1% | +20.9% | -8.9% |
| 1Y | -10.2% | -20.1% | +9.9% | -11.0% |
| 3Y | +120.0% | +151.7% | -31.7% | +61.9% |
| All | +124.9% | +184.7% | -59.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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