+492.6%
GEV vs AXP
+45.7%
+447.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -9.8% | +0.6% | -10.4% | -10.2% |
| 30D | -22.3% | +5.8% | -28.1% | -25.3% |
| 3M | -22.6% | -6.0% | -16.5% | -19.8% |
| 6M | -30.7% | +0.3% | -31.0% | -31.8% |
| YTD | +18.7% | -12.3% | +31.0% | +26.9% |
| 1Y | +41.0% | -11.2% | +52.3% | +49.6% |
| All | +492.6% | +45.7% | +447.0% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling