+120.2%
AXP vs GNRC
+79.8%
+40.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.7% | -0.1% |
| 7D | -1.1% | -6.6% | +5.5% | -0.2% |
| 30D | +5.2% | -16.1% | +21.3% | +8.1% |
| 3M | -4.6% | -11.1% | +6.5% | -3.4% |
| 6M | +3.2% | -29.9% | +33.2% | +8.3% |
| YTD | -11.3% | +38.4% | -49.8% | -22.7% |
| 1Y | -11.0% | +21.5% | -32.6% | -19.7% |
| 3Y | +120.2% | +83.5% | +36.6% | +67.2% |
| All | +120.2% | +79.8% | +40.3% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling