+85.9%
AXP vs GTLB
-61.5%
+147.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.1% | -3.5% | +1.4% | -1.7% |
| 30D | +2.7% | -9.0% | +11.6% | +3.8% |
| 3M | -7.3% | +15.9% | -23.1% | -9.4% |
| 6M | +1.8% | +104.9% | -103.1% | -8.5% |
| YTD | -13.1% | +26.0% | -39.0% | -17.2% |
| 1Y | -13.7% | +1.8% | -15.5% | -15.7% |
| 3Y | +113.1% | +6.0% | +107.1% | +99.9% |
| 5Y | +85.9% | -62.2% | +148.1% | +72.4% |
| All | +85.9% | -61.5% | +147.5% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling