+116.5%
AXP vs GWRE
+74.2%
+42.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -2.9% | -7.3% | +4.5% | -2.0% |
| 30D | +3.7% | -4.0% | +7.7% | +4.0% |
| 3M | -4.9% | -10.5% | +5.6% | -4.4% |
| 6M | +4.1% | +17.7% | -13.7% | 0.0% |
| YTD | -11.7% | -21.3% | +9.6% | -10.0% |
| 1Y | -11.7% | -28.0% | +16.3% | -8.6% |
| All | +116.5% | +74.2% | +42.3% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling