+113.3%
GLD vs AXP
+91.8%
+21.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | -4.0% | +5.0% | -8.9% | -4.1% |
| 3M | -8.2% | -4.2% | -4.0% | -8.2% |
| 6M | -14.8% | +2.9% | -17.8% | -14.9% |
| YTD | -6.8% | -11.6% | +4.8% | -6.7% |
| 1Y | -2.4% | -11.1% | +8.7% | -2.3% |
| 3Y | +105.8% | +116.7% | -11.0% | +102.3% |
| 5Y | +113.3% | +89.6% | +23.7% | +106.5% |
| All | +113.3% | +91.8% | +21.6% | +106.5% |
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