+235.3%
AXP vs GH
+481.7%
-246.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -6.5% | -1.1% | -5.5% | -6.5% |
| 3M | +4.6% | +21.3% | -16.7% | +1.7% |
| 6M | +5.4% | +73.5% | -68.1% | -2.7% |
| YTD | -11.1% | +58.0% | -69.1% | -17.1% |
| 1Y | -0.3% | +163.1% | -163.4% | -13.7% |
| 3Y | +111.6% | +361.0% | -249.5% | +63.4% |
| 5Y | +117.6% | +22.5% | +95.0% | +86.2% |
| All | +235.3% | +481.7% | -246.4% | +140.1% |
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