+41.0%
GEV vs AXP
-11.3%
+52.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -9.8% | +0.6% | -10.4% | -9.9% |
| 30D | -22.3% | +5.8% | -28.1% | -23.7% |
| 3M | -22.6% | -6.0% | -16.5% | -21.0% |
| 6M | -30.7% | +0.3% | -31.0% | -31.1% |
| YTD | +18.7% | -12.3% | +31.0% | +23.1% |
| 1Y | +41.0% | -11.2% | +52.3% | +45.0% |
| All | +41.0% | -11.3% | +52.4% | +45.0% |
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