+117.0%
AXP vs GRMN
+160.2%
-43.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | +4.7% | -4.1% | -0.8% |
| 30D | +5.8% | +3.4% | +2.4% | +4.6% |
| 3M | -6.0% | -5.0% | -1.0% | -4.8% |
| 6M | +0.3% | +18.6% | -18.3% | -5.9% |
| YTD | -12.3% | +42.5% | -54.8% | -23.0% |
| 1Y | -11.2% | +42.3% | -53.6% | -22.1% |
| 3Y | +117.0% | +158.5% | -41.4% | +74.7% |
| All | +117.0% | +160.2% | -43.2% | +74.7% |
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