+116.5%
AXP vs GTLB
+4.2%
+112.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -2.9% | -9.6% | +6.8% | -1.6% |
| 30D | +3.7% | -15.5% | +19.2% | +5.8% |
| 3M | -4.9% | +12.4% | -17.3% | -6.8% |
| 6M | +4.1% | +84.6% | -80.5% | -5.3% |
| YTD | -11.7% | +26.1% | -37.8% | -15.8% |
| 1Y | -11.7% | +1.7% | -13.4% | -13.4% |
| All | +116.5% | +4.2% | +112.4% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling