+410.2%
GLW vs AXP
+110.9%
+299.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.1% |
| 7D | +3.8% | -2.1% | +5.9% | +4.6% |
| 30D | -1.3% | -6.5% | +5.2% | +1.1% |
| 3M | -21.8% | +4.6% | -26.5% | -23.6% |
| 6M | +6.9% | +5.4% | +1.5% | +4.0% |
| YTD | +77.2% | -11.1% | +88.3% | +83.3% |
| 1Y | +123.2% | -0.3% | +123.5% | +118.3% |
| All | +410.2% | +110.9% | +299.3% | +263.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling