+6,610.0%
AXP vs GIS
+1,507.8%
+5,102.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | -2.1% | -7.8% | +5.7% | +1.1% |
| 30D | -6.5% | +6.6% | -13.1% | -9.1% |
| 3M | +4.6% | +21.0% | -16.3% | -3.8% |
| 6M | +5.4% | -9.1% | +14.5% | +8.5% |
| YTD | -11.1% | -13.6% | +2.5% | -7.2% |
| 1Y | -0.3% | -18.0% | +17.7% | +5.9% |
| 3Y | +111.6% | -33.7% | +145.2% | +139.7% |
| 5Y | +117.6% | -19.4% | +137.0% | +120.5% |
| 10Y | +474.1% | -21.3% | +495.4% | +454.9% |
| All | +6,610.0% | +1,507.8% | +5,102.2% | +1,272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling