+89.7%
AXP vs GH
+49.4%
+40.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -0.6% | -11.2% | +10.6% | +0.8% |
| 30D | +5.0% | -7.2% | +12.2% | +5.8% |
| 3M | -4.2% | -7.1% | +2.8% | -3.8% |
| 6M | +2.9% | +62.3% | -59.4% | -4.5% |
| YTD | -11.6% | +52.1% | -63.7% | -17.6% |
| 1Y | -11.1% | +58.6% | -69.7% | -17.7% |
| 3Y | +116.7% | +619.9% | -503.2% | +56.1% |
| All | +89.7% | +49.4% | +40.3% | +53.9% |
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 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