+114.5%
AXP vs GWRE
+66.3%
+48.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.9% |
| 7D | +0.6% | -25.6% | +26.1% | +3.9% |
| 30D | -4.3% | -12.2% | +7.9% | -3.4% |
| 3M | +4.7% | +17.7% | -13.0% | +1.2% |
| 6M | +9.0% | -11.3% | +20.3% | +9.3% |
| YTD | -11.1% | -25.5% | +14.4% | -8.4% |
| 1Y | +1.3% | -42.8% | +44.1% | +9.6% |
| 3Y | +114.5% | +59.0% | +55.5% | +82.8% |
| All | +114.5% | +66.3% | +48.1% | +82.8% |
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