+440.3%
AXP vs GRMN
+693.0%
-252.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | 0.0% |
| 7D | -1.1% | +6.4% | -7.5% | -4.2% |
| 30D | +5.2% | +8.7% | -3.5% | +0.6% |
| 3M | -4.6% | -5.8% | +1.2% | -2.2% |
| 6M | +3.2% | +22.5% | -19.3% | -8.9% |
| YTD | -11.3% | +45.6% | -57.0% | -29.3% |
| 1Y | -11.0% | +47.5% | -58.5% | -29.5% |
| 3Y | +120.2% | +166.2% | -46.1% | +15.4% |
| 5Y | +91.7% | +124.1% | -32.4% | +10.0% |
| 10Y | +440.3% | +668.0% | -227.7% | +69.3% |
| All | +440.3% | +693.0% | -252.7% | +69.3% |
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