+89.6%
AXP vs GM
+53.0%
+36.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | +5.8% | +6.4% | -0.6% | +2.9% |
| 3M | -6.0% | -0.7% | -5.3% | -6.4% |
| 6M | +0.3% | +9.9% | -9.6% | -4.9% |
| YTD | -12.3% | +6.7% | -18.9% | -16.2% |
| 1Y | -11.2% | +26.2% | -37.5% | -21.2% |
| 3Y | +117.0% | +205.0% | -88.0% | +23.2% |
| All | +89.6% | +53.0% | +36.6% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling