+243.8%
GLW vs AXP
+91.8%
+152.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.2% | +8.8% |
| 7D | -5.9% | -1.1% | -4.8% | -5.4% |
| 30D | -26.0% | +5.2% | -31.2% | -27.6% |
| 3M | -29.9% | -4.6% | -25.3% | -28.7% |
| 6M | -37.8% | +3.2% | -41.0% | -39.2% |
| YTD | +33.1% | -11.3% | +44.5% | +38.1% |
| 1Y | +36.8% | -11.0% | +47.8% | +41.7% |
| 3Y | +356.1% | +120.2% | +235.9% | +197.8% |
| 5Y | +243.8% | +91.7% | +152.1% | +136.4% |
| All | +243.8% | +91.8% | +152.0% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling