+428.4%
AXP vs GNRC
+350.7%
+77.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.7% |
| 7D | -0.6% | -13.1% | +12.5% | +2.5% |
| 30D | +5.0% | -19.2% | +24.1% | +10.0% |
| 3M | -4.2% | -11.8% | +7.5% | -2.7% |
| 6M | +2.9% | -32.5% | +35.5% | +10.6% |
| YTD | -11.6% | +33.3% | -44.9% | -22.7% |
| 1Y | -11.1% | +16.0% | -27.1% | -19.4% |
| 3Y | +116.7% | +75.5% | +41.2% | +68.1% |
| 5Y | +89.6% | -58.7% | +148.3% | +112.4% |
| 10Y | +428.4% | +351.2% | +77.2% | +95.5% |
| All | +428.4% | +350.7% | +77.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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