+62.2%
GEV vs AXP
+0.9%
+61.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.1% | +0.6% | +7.5% | +7.9% |
| 30D | -1.9% | -4.3% | +2.4% | -0.6% |
| 3M | +4.1% | +4.7% | -0.6% | +2.3% |
| 6M | +23.2% | +9.0% | +14.2% | +19.8% |
| YTD | +48.9% | -11.1% | +60.0% | +52.5% |
| 1Y | +62.2% | +1.3% | +60.9% | +61.0% |
| All | +62.2% | +0.9% | +61.2% | +61.0% |
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