+111.1%
AXP vs GIS
-33.1%
+144.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | -2.1% | -7.8% | +5.7% | -1.7% |
| 30D | -6.5% | +6.6% | -13.1% | -6.9% |
| 3M | +4.6% | +21.0% | -16.3% | +3.7% |
| 6M | +5.4% | -9.1% | +14.5% | +5.1% |
| YTD | -11.1% | -13.6% | +2.5% | -11.4% |
| 1Y | -0.3% | -18.0% | +17.7% | -0.4% |
| All | +111.1% | -33.1% | +144.1% | +111.2% |
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