+114.7%
AXP vs GWRE
+14.4%
+100.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.8% | -30.9% | +28.2% | +3.7% |
| 30D | -5.9% | -20.7% | +14.8% | -2.6% |
| 3M | +2.6% | +20.2% | -17.5% | -3.1% |
| 6M | +6.4% | -11.9% | +18.3% | +6.1% |
| YTD | -12.6% | -30.3% | +17.7% | -8.3% |
| 1Y | +0.2% | -44.6% | +44.9% | +11.4% |
| 3Y | +110.9% | +48.8% | +62.1% | +70.2% |
| 5Y | +114.7% | +14.8% | +100.0% | +82.9% |
| All | +114.7% | +14.4% | +100.3% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling