+424.9%
AXP vs GME
+484.8%
-59.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.9% | +1.6% | -4.5% | -2.9% |
| 30D | +3.7% | -6.2% | +9.9% | +3.9% |
| 3M | -4.9% | +35.8% | -40.7% | -6.0% |
| 6M | +4.1% | +10.3% | -6.2% | +3.6% |
| YTD | -11.7% | +27.2% | -38.9% | -12.6% |
| 1Y | -11.7% | +19.1% | -30.8% | -12.5% |
| 3Y | +116.5% | +103.7% | +12.7% | +101.7% |
| 5Y | +89.5% | -50.0% | +139.5% | +81.3% |
| 10Y | +424.9% | +471.4% | -46.6% | +171.2% |
| All | +424.9% | +484.8% | -59.9% | +171.2% |
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