+116.5%
AXP vs GIS
-39.1%
+155.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -2.9% | -4.6% | +1.7% | -2.6% |
| 30D | +3.7% | +6.6% | -2.9% | +3.3% |
| 3M | -4.9% | -8.1% | +3.2% | -4.5% |
| 6M | +4.1% | +4.9% | -0.9% | +3.8% |
| YTD | -11.7% | -21.4% | +9.7% | -11.5% |
| 1Y | -11.7% | -21.6% | +9.9% | -11.6% |
| All | +116.5% | -39.1% | +155.7% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling