+101.1%
AXP vs GTLB
-50.0%
+151.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.3% |
| 7D | -1.1% | -9.6% | +8.5% | +0.2% |
| 30D | +5.2% | -14.5% | +19.7% | +7.2% |
| 3M | -4.6% | +20.9% | -25.5% | -7.4% |
| 6M | +3.2% | +81.4% | -78.2% | -5.7% |
| YTD | -11.3% | +25.6% | -36.9% | -15.5% |
| 1Y | -11.0% | +3.4% | -14.5% | -13.2% |
| 3Y | +120.2% | +8.9% | +111.3% | +105.8% |
| 5Y | +91.7% | -64.0% | +155.7% | +83.7% |
| All | +101.1% | -50.0% | +151.1% | +87.0% |
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