+86.1%
AXP vs GH
+45.9%
+40.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +4.4% | -6.9% | +11.4% | +5.2% |
| 3M | -6.4% | -4.9% | -1.5% | -6.3% |
| 6M | +4.2% | +54.1% | -49.9% | -2.7% |
| YTD | -12.4% | +48.5% | -60.9% | -18.1% |
| 1Y | -11.1% | +61.2% | -72.3% | -17.9% |
| 3Y | +114.9% | +570.3% | -455.5% | +56.3% |
| All | +86.1% | +45.9% | +40.2% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling