+205.7%
GLW vs AXP
+96.1%
+109.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.3% | -10.6% | -11.9% |
| 7D | -19.7% | +0.4% | -20.1% | -19.8% |
| 30D | -38.8% | +7.0% | -45.8% | -40.6% |
| 3M | -33.9% | -6.6% | -27.3% | -32.1% |
| 6M | -36.0% | +3.5% | -39.4% | -37.5% |
| YTD | +18.7% | -11.2% | +29.9% | +23.1% |
| 1Y | +19.8% | -10.2% | +29.9% | +23.5% |
| 3Y | +294.3% | +120.0% | +174.3% | +157.7% |
| 5Y | +205.7% | +95.6% | +110.2% | +108.6% |
| All | +205.7% | +96.1% | +109.6% | +108.6% |
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