+100.5%
AXP vs GTLB
-50.5%
+151.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.6% | -10.9% | +10.3% | +0.9% |
| 30D | +5.0% | -15.3% | +20.3% | +7.1% |
| 3M | -4.2% | +14.6% | -18.8% | -6.4% |
| 6M | +2.9% | +79.6% | -76.7% | -5.8% |
| YTD | -11.6% | +24.3% | -35.9% | -15.7% |
| 1Y | -11.1% | +1.0% | -12.1% | -13.0% |
| 3Y | +116.7% | +4.6% | +112.1% | +103.7% |
| 5Y | +89.6% | -63.7% | +153.3% | +81.5% |
| All | +100.5% | -50.5% | +151.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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