+122.2%
AXP vs GGLL
+188.6%
-66.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +0.6% | +3.1% | -2.5% | +0.1% |
| 30D | +5.8% | -36.3% | +42.2% | +12.8% |
| 3M | -6.0% | -40.4% | +34.3% | +1.0% |
| 6M | +0.3% | -54.6% | +54.9% | +11.7% |
| YTD | -12.3% | -31.1% | +18.9% | -10.2% |
| 1Y | -11.2% | -19.2% | +7.9% | -12.3% |
| 3Y | +117.0% | +151.5% | -34.5% | +59.8% |
| All | +122.2% | +188.6% | -66.5% | +55.8% |
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