-11.7%
AXP vs GTLB
+3.7%
-15.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -2.9% | -9.6% | +6.8% | -2.0% |
| 30D | +3.7% | -15.5% | +19.2% | +5.2% |
| 3M | -4.9% | +12.4% | -17.3% | -6.2% |
| 6M | +4.1% | +84.6% | -80.5% | -2.8% |
| YTD | -11.7% | +26.1% | -37.8% | -16.1% |
| 1Y | -11.7% | +1.7% | -13.4% | -16.4% |
| All | -11.7% | +3.7% | -15.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling