+526.0%
GLW vs AXP
+418.6%
+107.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | +7.7% | -0.1% | +7.9% | +7.8% |
| 30D | -18.8% | +4.4% | -23.3% | -20.7% |
| 3M | -27.7% | -6.4% | -21.3% | -25.6% |
| 6M | -44.4% | +4.2% | -48.6% | -46.2% |
| YTD | +31.3% | -12.4% | +43.6% | +37.6% |
| 1Y | +40.0% | -11.1% | +51.2% | +45.5% |
| 3Y | +339.2% | +114.9% | +224.4% | +173.4% |
| 5Y | +229.2% | +87.4% | +141.8% | +114.1% |
| All | +526.0% | +418.6% | +107.4% | +121.1% |
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 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