+440.3%
AXP vs GM
+249.7%
+190.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.0% | -0.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +5.2% | +8.4% | -3.1% | +0.7% |
| 3M | -4.6% | +2.6% | -7.2% | -6.7% |
| 6M | +3.2% | +14.3% | -11.0% | -5.2% |
| YTD | -11.3% | +11.0% | -22.3% | -18.0% |
| 1Y | -11.0% | +27.8% | -38.8% | -23.4% |
| 3Y | +120.2% | +246.7% | -126.5% | +5.7% |
| 5Y | +91.7% | +59.6% | +32.2% | +34.6% |
| 10Y | +440.3% | +249.1% | +191.2% | +117.4% |
| All | +440.3% | +249.7% | +190.6% | +117.4% |
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