+458.4%
AXP vs GWRE
+129.6%
+328.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -2.8% | -30.9% | +28.2% | +6.1% |
| 30D | -5.9% | -20.7% | +14.8% | -1.3% |
| 3M | +2.6% | +20.2% | -17.5% | -4.8% |
| 6M | +6.4% | -11.9% | +18.3% | +5.7% |
| YTD | -12.6% | -30.3% | +17.7% | -7.6% |
| 1Y | +0.2% | -44.6% | +44.9% | +13.6% |
| 3Y | +110.9% | +48.8% | +62.1% | +63.8% |
| 5Y | +114.7% | +14.8% | +100.0% | +77.3% |
| All | +458.4% | +129.6% | +328.8% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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