+117.0%
AXP vs GPC
+30.9%
+86.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -6.5% | +6.0% | -12.5% | -8.4% |
| 3M | +4.6% | +42.6% | -38.0% | -8.6% |
| 6M | +5.4% | +22.8% | -17.3% | -2.9% |
| YTD | -11.1% | +15.5% | -26.6% | -17.6% |
| 1Y | -0.3% | +2.0% | -2.3% | -2.8% |
| 3Y | +111.6% | -1.4% | +113.0% | +101.9% |
| All | +117.0% | +30.9% | +86.1% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling