+428.4%
AXP vs GPN
+47.3%
+381.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -2.4% |
| 7D | -0.6% | +3.7% | -4.3% | -2.7% |
| 30D | +5.0% | +23.6% | -18.6% | -7.4% |
| 3M | -4.2% | +18.3% | -22.5% | -13.9% |
| 6M | +2.9% | +47.8% | -44.9% | -19.4% |
| YTD | -11.6% | +32.6% | -44.1% | -27.7% |
| 1Y | -11.1% | +36.0% | -47.1% | -28.5% |
| 3Y | +116.7% | -3.9% | +120.6% | +103.1% |
| 5Y | +89.6% | -19.4% | +109.0% | +88.8% |
| 10Y | +428.4% | +52.1% | +376.3% | +374.1% |
| All | +428.4% | +47.3% | +381.1% | +374.1% |
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