+493.9%
GLW vs AXP
+449.9%
+43.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.2% |
| 7D | -13.9% | +0.6% | -14.5% | -14.2% |
| 30D | -35.0% | +5.8% | -40.8% | -36.9% |
| 3M | -32.4% | -6.0% | -26.3% | -30.5% |
| 6M | -41.3% | +0.3% | -41.6% | -42.2% |
| YTD | +21.8% | -12.3% | +34.1% | +27.6% |
| 1Y | +21.8% | -11.2% | +33.1% | +26.8% |
| 3Y | +307.7% | +117.0% | +190.6% | +152.5% |
| 5Y | +213.7% | +93.2% | +120.5% | +100.6% |
| All | +493.9% | +449.9% | +43.9% | +115.3% |
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