+0.3%
AXP vs GWRE
-45.7%
+46.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -1.0% |
| 7D | -2.5% | -26.2% | +23.7% | -0.8% |
| 30D | -5.0% | -17.8% | +12.7% | -4.1% |
| 3M | +1.4% | +14.2% | -12.9% | -0.3% |
| 6M | +6.0% | -12.9% | +18.9% | +6.6% |
| YTD | -12.3% | -29.2% | +16.9% | -9.6% |
| 1Y | +0.3% | -44.4% | +44.7% | +11.7% |
| All | +0.3% | -45.7% | +46.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling