+85.9%
AXP vs GIS
-34.7%
+120.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.4% |
| 7D | -2.1% | -8.1% | +5.9% | -1.4% |
| 30D | +2.7% | +5.3% | -2.7% | +2.1% |
| 3M | -7.3% | -10.5% | +3.3% | -6.4% |
| 6M | +1.8% | +1.8% | 0.0% | +1.4% |
| YTD | -13.1% | -22.9% | +9.9% | -11.7% |
| 1Y | -13.7% | -22.9% | +9.2% | -12.4% |
| 3Y | +113.1% | -40.5% | +153.6% | +120.2% |
| 5Y | +85.9% | -34.9% | +120.8% | +76.1% |
| All | +85.9% | -34.7% | +120.6% | +76.1% |
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