+440.3%
AXP vs GPC
+93.7%
+346.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.2% |
| 7D | -1.1% | +0.8% | -2.0% | -1.5% |
| 30D | +5.2% | -1.1% | +6.3% | +5.7% |
| 3M | -4.6% | -6.6% | +2.1% | -1.4% |
| 6M | +3.2% | +22.2% | -19.0% | -9.4% |
| YTD | -11.3% | +5.1% | -16.4% | -17.2% |
| 1Y | -11.0% | +2.8% | -13.8% | -15.8% |
| 3Y | +120.2% | +2.4% | +117.8% | +97.1% |
| 5Y | +91.7% | +7.8% | +84.0% | +59.7% |
| 10Y | +440.3% | +87.2% | +353.1% | +182.8% |
| All | +440.3% | +93.7% | +346.6% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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