+118.0%
AXP vs GNRC
-57.1%
+175.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +0.6% | +4.8% | -4.3% | -0.4% |
| 30D | -4.3% | -10.4% | +6.0% | -2.4% |
| 3M | +4.7% | -28.5% | +33.2% | +10.9% |
| 6M | +9.0% | -6.8% | +15.7% | +8.2% |
| YTD | -11.1% | +39.5% | -50.6% | -19.9% |
| 1Y | +1.3% | +3.4% | -2.1% | -3.1% |
| 3Y | +114.5% | +65.1% | +49.3% | +80.1% |
| 5Y | +118.0% | -57.1% | +175.1% | +116.0% |
| All | +118.0% | -57.1% | +175.1% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling