+40.6%
GLW vs AXP
-6.4%
+47.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -6.1% |
| 7D | -9.5% | +4.6% | -14.1% | -9.9% |
| 30D | -25.5% | +9.7% | -35.2% | -26.3% |
| 3M | -25.6% | -3.8% | -21.8% | -25.0% |
| 6M | -25.5% | +4.8% | -30.3% | -26.1% |
| YTD | +36.4% | -9.1% | +45.4% | +36.8% |
| 1Y | +40.6% | -6.7% | +47.3% | +38.7% |
| All | +40.6% | -6.4% | +47.0% | +38.7% |
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 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