+95.6%
AXP vs GPC
+6.4%
+89.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +0.4% | +1.7% | -1.3% | -0.2% |
| 30D | +7.0% | -2.3% | +9.3% | +7.8% |
| 3M | -6.6% | -4.5% | -2.1% | -5.3% |
| 6M | +3.5% | +21.6% | -18.1% | -4.6% |
| YTD | -11.2% | +4.0% | -15.2% | -14.8% |
| 1Y | -10.2% | +3.5% | -13.7% | -13.7% |
| 3Y | +120.0% | +2.1% | +117.9% | +102.4% |
| 5Y | +95.6% | +5.5% | +90.1% | +60.9% |
| All | +95.6% | +6.4% | +89.1% | +60.9% |
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