+121.1%
GLD vs AXP
+96.1%
+25.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -1.8% | +7.0% | -8.8% | -1.9% |
| 3M | -3.6% | -6.6% | +3.0% | -3.5% |
| 6M | -10.2% | +3.5% | -13.7% | -10.3% |
| YTD | -5.3% | -11.2% | +5.9% | -5.2% |
| 1Y | +2.5% | -10.2% | +12.6% | +2.5% |
| 3Y | +103.2% | +120.0% | -16.9% | +99.6% |
| 5Y | +121.1% | +95.6% | +25.5% | +113.7% |
| All | +121.1% | +96.1% | +25.0% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling