+428.4%
AXP vs GM
+245.7%
+182.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -0.6% | +0.4% | -1.0% | -0.9% |
| 30D | +5.0% | +7.2% | -2.2% | +0.9% |
| 3M | -4.2% | +1.0% | -5.3% | -5.7% |
| 6M | +2.9% | +13.0% | -10.1% | -5.0% |
| YTD | -11.6% | +9.8% | -21.4% | -17.8% |
| 1Y | -11.1% | +25.9% | -37.0% | -22.9% |
| 3Y | +116.7% | +240.4% | -123.7% | +5.0% |
| 5Y | +89.6% | +56.1% | +33.5% | +34.6% |
| 10Y | +428.4% | +226.7% | +201.7% | +117.7% |
| All | +428.4% | +245.7% | +182.7% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling