+115.4%
AXP vs GPN
-24.2%
+139.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | -6.5% | +5.8% | -12.3% | -8.7% |
| 3M | +4.6% | +37.0% | -32.3% | -8.6% |
| 6M | +5.4% | +20.1% | -14.7% | -3.2% |
| YTD | -11.1% | +20.4% | -31.5% | -18.9% |
| 1Y | -0.3% | +7.4% | -7.7% | -4.6% |
| All | +115.4% | -24.2% | +139.6% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling