+1,440.9%
AXP vs GME
+1,391.9%
+49.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -2.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +7.0% | -2.4% | +9.4% | +7.2% |
| 3M | -6.6% | +27.1% | -33.7% | -8.4% |
| 6M | +3.5% | -0.2% | +3.7% | +3.2% |
| YTD | -11.2% | +20.4% | -31.5% | -12.8% |
| 1Y | -10.2% | +9.8% | -20.0% | -11.3% |
| 3Y | +120.0% | +74.3% | +45.8% | +88.8% |
| 5Y | +95.6% | -54.7% | +150.2% | +78.4% |
| 10Y | +468.1% | +482.0% | -13.9% | +78.7% |
| All | +1,440.9% | +1,391.9% | +49.1% | +263.9% |
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 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