+0.3%
AXP vs GNRC
+1.4%
-1.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.2% |
| 7D | -2.5% | +3.2% | -5.6% | -2.7% |
| 30D | -5.0% | -9.5% | +4.5% | -4.3% |
| 3M | +1.4% | -28.5% | +29.9% | +3.6% |
| 6M | +6.0% | -10.0% | +16.0% | +5.2% |
| YTD | -12.3% | +36.7% | -49.1% | -18.3% |
| 1Y | +0.3% | +2.6% | -2.3% | -4.3% |
| All | +0.3% | +1.4% | -1.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling