+57.7%
GEV vs AXP
+1.4%
+56.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +3.3% | -2.1% | +5.4% | +4.0% |
| 30D | -7.5% | -6.5% | -0.9% | -5.5% |
| 3M | -2.2% | +4.6% | -6.8% | -3.8% |
| 6M | +12.1% | +5.4% | +6.7% | +9.8% |
| YTD | +44.4% | -11.1% | +55.5% | +48.0% |
| 1Y | +57.7% | -0.3% | +58.0% | +55.6% |
| All | +57.7% | +1.4% | +56.2% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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