+116.5%
AXP vs GRMN
+165.7%
-49.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -2.9% | +1.7% | -4.5% | -3.3% |
| 30D | +3.7% | +10.2% | -6.5% | +0.6% |
| 3M | -4.9% | -4.7% | -0.2% | -3.8% |
| 6M | +4.1% | +22.3% | -18.2% | -3.3% |
| YTD | -11.7% | +46.7% | -58.3% | -23.1% |
| 1Y | -11.7% | +49.6% | -61.4% | -23.7% |
| All | +116.5% | +165.7% | -49.1% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling