+848.6%
AXP vs GM
+232.3%
+616.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +1.2% |
| 30D | +5.8% | +6.4% | -0.6% | +2.4% |
| 3M | -6.0% | -0.7% | -5.3% | -6.6% |
| 6M | +0.3% | +9.9% | -9.6% | -5.6% |
| YTD | -12.3% | +6.7% | -18.9% | -16.8% |
| 1Y | -11.2% | +26.2% | -37.5% | -22.3% |
| 3Y | +117.0% | +205.0% | -88.0% | +18.7% |
| 5Y | +93.2% | +53.6% | +39.6% | +41.9% |
| 10Y | +461.2% | +233.4% | +227.8% | +158.3% |
| All | +848.6% | +232.3% | +616.3% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling