+514.9%
GEV vs AXP
+45.5%
+469.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.4% |
| 7D | +3.7% | -0.1% | +3.9% | +3.8% |
| 30D | -14.7% | +4.4% | -19.1% | -17.3% |
| 3M | -23.4% | -6.4% | -17.0% | -20.5% |
| 6M | -24.3% | +4.2% | -28.5% | -27.4% |
| YTD | +23.2% | -12.4% | +35.5% | +31.8% |
| 1Y | +44.2% | -11.1% | +55.3% | +52.8% |
| All | +514.9% | +45.5% | +469.4% | +365.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling