+6,763.5%
AXP vs GPC
+2,135.2%
+4,628.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.1% |
| 7D | +4.6% | +4.1% | +0.5% | +2.0% |
| 30D | +9.7% | +0.1% | +9.6% | +9.4% |
| 3M | -3.8% | -3.9% | +0.1% | -1.9% |
| 6M | +4.8% | +24.4% | -19.6% | -11.1% |
| YTD | -9.1% | +5.7% | -14.8% | -16.4% |
| 1Y | -6.7% | +6.8% | -13.5% | -14.9% |
| 3Y | +125.2% | +3.8% | +121.5% | +97.2% |
| 5Y | +105.0% | +9.2% | +95.8% | +68.1% |
| 10Y | +481.5% | +93.8% | +387.7% | +203.0% |
| All | +6,763.5% | +2,135.2% | +4,628.2% | +795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling