+2.8%
GLD vs AXP
-6.4%
+9.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.4% |
| 7D | -0.3% | +4.6% | -4.9% | -0.8% |
| 30D | -1.9% | +9.7% | -11.6% | -3.0% |
| 3M | -0.4% | -3.8% | +3.3% | -0.2% |
| 6M | -10.2% | +4.8% | -15.0% | -10.8% |
| YTD | -6.0% | -9.1% | +3.1% | -5.3% |
| 1Y | +2.8% | -6.7% | +9.5% | +3.1% |
| All | +2.8% | -6.4% | +9.2% | +3.1% |
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 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