+516.2%
GLW vs AXP
+429.4%
+86.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | -0.6% | -10.5% | -10.7% |
| 30D | -28.4% | +5.0% | -33.4% | -30.2% |
| 3M | -28.8% | -4.2% | -24.5% | -27.5% |
| 6M | -39.8% | +2.9% | -42.8% | -41.4% |
| YTD | +28.7% | -11.6% | +40.3% | +34.3% |
| 1Y | +27.7% | -11.1% | +38.8% | +32.9% |
| 3Y | +331.3% | +116.7% | +214.6% | +167.5% |
| 5Y | +233.4% | +89.6% | +143.8% | +115.7% |
| All | +516.2% | +429.4% | +86.7% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling