+988.5%
AXP vs GPN
+2,845.2%
-1,856.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -2.9% | +4.3% | -7.2% | -4.8% |
| 30D | +3.7% | +22.1% | -18.4% | -6.3% |
| 3M | -4.9% | +17.1% | -22.0% | -12.7% |
| 6M | +4.1% | +46.7% | -42.7% | -15.1% |
| YTD | -11.7% | +30.8% | -42.5% | -25.0% |
| 1Y | -11.7% | +31.5% | -43.2% | -25.2% |
| 3Y | +116.5% | -5.1% | +121.6% | +106.7% |
| 5Y | +89.5% | -18.1% | +107.6% | +88.7% |
| 10Y | +424.9% | +53.1% | +371.8% | +304.7% |
| All | +988.5% | +2,845.2% | -1,856.7% | +224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling