+767.2%
GLW vs AXP
+474.4%
+292.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.3% |
| 7D | +3.8% | -2.1% | +5.9% | +4.9% |
| 30D | -1.3% | -6.5% | +5.2% | +2.0% |
| 3M | -21.8% | +4.6% | -26.5% | -24.1% |
| 6M | +6.9% | +5.4% | +1.5% | +3.1% |
| YTD | +77.2% | -11.1% | +88.3% | +84.8% |
| 1Y | +123.2% | -0.3% | +123.5% | +117.7% |
| 3Y | +400.0% | +111.6% | +288.4% | +216.1% |
| 5Y | +342.8% | +117.6% | +225.2% | +165.8% |
| All | +767.2% | +474.4% | +292.8% | +229.9% |
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