+428.4%
AXP vs GME
+483.4%
-55.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -0.6% | +4.8% | -5.4% | -0.8% |
| 30D | +5.0% | -4.3% | +9.2% | +5.1% |
| 3M | -4.2% | +35.3% | -39.6% | -5.3% |
| 6M | +2.9% | +4.7% | -1.8% | +2.6% |
| YTD | -11.6% | +26.6% | -38.2% | -12.5% |
| 1Y | -11.1% | +18.3% | -29.4% | -11.8% |
| 3Y | +116.7% | +102.8% | +13.9% | +101.9% |
| 5Y | +89.6% | -48.9% | +138.5% | +81.3% |
| 10Y | +428.4% | +480.5% | -52.1% | +170.9% |
| All | +428.4% | +483.4% | -55.0% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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