+125.0%
AXP vs GGLL
+328.7%
-203.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -2.1% | -4.8% | +2.7% | -1.3% |
| 30D | -6.5% | -13.7% | +7.1% | -4.3% |
| 3M | +4.6% | -21.9% | +26.5% | +8.0% |
| 6M | +5.4% | +11.7% | -6.2% | +1.1% |
| YTD | -11.1% | +2.3% | -13.4% | -13.7% |
| 1Y | -0.3% | +76.2% | -76.5% | -13.5% |
| 3Y | +111.6% | +245.0% | -133.4% | +49.8% |
| All | +125.0% | +328.7% | -203.6% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling