+231.0%
AXP vs GH
+443.7%
-212.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.0% |
| 7D | +0.6% | -15.6% | +16.2% | +2.7% |
| 30D | +5.8% | -10.4% | +16.2% | +7.1% |
| 3M | -6.0% | -4.3% | -1.8% | -6.0% |
| 6M | +0.3% | +63.5% | -63.2% | -6.8% |
| YTD | -12.3% | +47.7% | -60.0% | -17.8% |
| 1Y | -11.2% | +56.7% | -68.0% | -17.5% |
| 3Y | +117.0% | +443.9% | -326.8% | +63.7% |
| 5Y | +93.2% | +36.9% | +56.3% | +63.0% |
| All | +231.0% | +443.7% | -212.7% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling