+682.4%
AXP vs GWRE
+844.6%
-162.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -0.1% | -2.0% | +1.9% | +0.3% |
| 30D | +4.4% | -4.1% | +8.5% | +5.1% |
| 3M | -6.4% | -13.4% | +6.9% | -4.8% |
| 6M | +4.2% | +26.0% | -21.8% | -4.9% |
| YTD | -12.4% | -21.3% | +8.9% | -11.3% |
| 1Y | -11.1% | -27.5% | +16.4% | -8.1% |
| 3Y | +114.9% | +72.7% | +42.2% | +70.0% |
| 5Y | +87.4% | +26.4% | +61.1% | +56.7% |
| 10Y | +420.8% | +169.3% | +251.5% | +259.1% |
| All | +682.4% | +844.6% | -162.2% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling