+407.0%
AXP vs GPN
+39.9%
+367.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -1.5% |
| 7D | -0.1% | -5.6% | +5.5% | +2.4% |
| 30D | +4.4% | +13.6% | -9.2% | -4.2% |
| 3M | -6.4% | -2.8% | -3.6% | -6.6% |
| 6M | +4.2% | +38.1% | -33.9% | -16.1% |
| YTD | -12.4% | +19.9% | -32.3% | -24.9% |
| 1Y | -11.1% | +23.4% | -34.5% | -25.2% |
| 3Y | +114.9% | -12.6% | +127.5% | +110.6% |
| 5Y | +87.4% | -26.6% | +114.0% | +95.0% |
| All | +407.0% | +39.9% | +367.1% | +358.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling