+467.1%
AXP vs GPN
+21.6%
+445.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | +0.2% |
| 7D | -2.5% | -6.2% | +3.8% | +1.0% |
| 30D | -5.0% | +1.0% | -6.1% | -5.9% |
| 3M | +1.4% | +36.9% | -35.5% | -16.1% |
| 6M | +6.0% | +16.8% | -10.8% | -4.9% |
| YTD | -12.3% | +13.2% | -25.5% | -21.0% |
| 1Y | +0.3% | +1.4% | -1.2% | -4.3% |
| 3Y | +111.7% | -28.6% | +140.3% | +138.0% |
| 5Y | +114.5% | -47.0% | +161.5% | +178.3% |
| 10Y | +467.1% | +25.2% | +441.9% | +463.3% |
| All | +467.1% | +21.6% | +445.4% | +463.3% |
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