+971.9%
AXP vs GNRC
+2,103.5%
-1,131.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.7% | -0.5% |
| 7D | -1.1% | -6.6% | +5.5% | +0.1% |
| 30D | +5.2% | -16.1% | +21.3% | +9.0% |
| 3M | -4.6% | -11.1% | +6.5% | -3.3% |
| 6M | +3.2% | -29.9% | +33.2% | +9.4% |
| YTD | -11.3% | +38.4% | -49.8% | -21.8% |
| 1Y | -11.0% | +21.5% | -32.6% | -19.1% |
| 3Y | +120.2% | +83.5% | +36.6% | +75.3% |
| 5Y | +91.7% | -57.1% | +148.8% | +103.0% |
| 10Y | +440.3% | +372.1% | +68.2% | +195.3% |
| All | +971.9% | +2,103.5% | -1,131.5% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling