-11.1%
AXP vs GPC
-0.7%
-10.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | +4.4% | -6.3% | +10.7% | +5.4% |
| 3M | -6.4% | -8.2% | +1.7% | -5.3% |
| 6M | +4.2% | +27.1% | -22.9% | -0.2% |
| YTD | -12.4% | +3.1% | -15.5% | -21.7% |
| 1Y | -11.1% | +0.1% | -11.2% | -19.0% |
| All | -11.1% | -0.7% | -10.4% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling