+6,610.0%
AXP vs GPC
+2,341.8%
+4,268.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -6.5% | +5.1% | -11.7% | -9.6% |
| 3M | +4.6% | +41.5% | -36.9% | -17.7% |
| 6M | +5.4% | +21.8% | -16.4% | -9.3% |
| YTD | -11.1% | +14.6% | -25.7% | -22.0% |
| 1Y | -0.3% | +1.3% | -1.6% | -5.3% |
| 3Y | +111.6% | -1.4% | +113.0% | +92.0% |
| 5Y | +117.6% | +30.6% | +87.0% | +58.5% |
| 10Y | +474.1% | +80.6% | +393.5% | +215.8% |
| All | +6,610.0% | +2,341.8% | +4,268.2% | +731.2% |
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