+428.4%
AXP vs GRMN
+655.8%
-227.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -0.6% | +6.3% | -7.0% | -3.7% |
| 30D | +5.0% | +7.6% | -2.6% | +0.9% |
| 3M | -4.2% | -7.5% | +3.2% | -1.0% |
| 6M | +2.9% | +21.2% | -18.3% | -8.7% |
| YTD | -11.6% | +44.0% | -55.6% | -29.1% |
| 1Y | -11.1% | +44.7% | -55.8% | -28.9% |
| 3Y | +116.7% | +160.5% | -43.8% | +15.1% |
| 5Y | +89.6% | +124.6% | -35.0% | +8.5% |
| 10Y | +428.4% | +651.6% | -223.2% | +68.2% |
| All | +428.4% | +655.8% | -227.4% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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