+0.3%
AXP vs GIS
+5.6%
-5.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +0.6% | +3.6% | -3.0% | 0.0% |
| 30D | +5.8% | +13.9% | -8.1% | +3.7% |
| 3M | -6.0% | +0.3% | -6.3% | -6.2% |
| 6M | +0.3% | +5.0% | -4.7% | -0.6% |
| All | +0.3% | +5.6% | -5.3% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling