-11.7%
AXP vs GH
+59.9%
-71.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -2.9% | -8.2% | +5.3% | -1.9% |
| 30D | +3.7% | -4.9% | +8.6% | +4.1% |
| 3M | -4.9% | -6.2% | +1.3% | -4.7% |
| 6M | +4.1% | +60.0% | -56.0% | -5.3% |
| YTD | -11.7% | +51.5% | -63.2% | -19.3% |
| 1Y | -11.7% | +58.4% | -70.1% | -19.9% |
| All | -11.7% | +59.9% | -71.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling