+86.1%
AXP vs GM
+40.9%
+45.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +4.4% | +3.6% | +0.9% | +2.6% |
| 3M | -6.4% | -0.2% | -6.2% | -7.0% |
| 6M | +4.2% | +13.9% | -9.8% | -2.8% |
| YTD | -12.4% | +6.5% | -18.8% | -16.3% |
| 1Y | -11.1% | +20.7% | -31.8% | -19.6% |
| 3Y | +114.9% | +229.5% | -114.6% | +17.0% |
| All | +86.1% | +40.9% | +45.2% | +42.9% |
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