+117.0%
AXP vs GIS
-19.2%
+136.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -2.1% | -7.8% | +5.7% | -1.3% |
| 30D | -6.5% | +6.6% | -13.1% | -7.1% |
| 3M | +4.6% | +21.0% | -16.3% | +2.7% |
| 6M | +5.4% | -9.1% | +14.5% | +5.9% |
| YTD | -11.1% | -13.6% | +2.5% | -10.5% |
| 1Y | -0.3% | -18.0% | +17.7% | +0.9% |
| 3Y | +111.6% | -33.7% | +145.2% | +117.4% |
| All | +117.0% | -19.2% | +136.2% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling