+1,433.8%
AXP vs GME
+1,469.6%
-35.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -0.6% | +4.8% | -5.4% | -1.0% |
| 30D | +5.0% | -4.3% | +9.2% | +5.3% |
| 3M | -4.2% | +35.3% | -39.6% | -6.6% |
| 6M | +2.9% | +4.7% | -1.8% | +2.3% |
| YTD | -11.6% | +26.6% | -38.2% | -13.6% |
| 1Y | -11.1% | +18.3% | -29.4% | -12.7% |
| 3Y | +116.7% | +102.8% | +13.9% | +83.6% |
| 5Y | +89.6% | -48.9% | +138.5% | +71.4% |
| 10Y | +428.4% | +480.5% | -52.1% | +68.0% |
| All | +1,433.8% | +1,469.6% | -35.8% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling