+3,012.0%
GLW vs AXP
+6,654.6%
-3,642.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.3% | -10.6% | -11.9% |
| 7D | -19.7% | +0.4% | -20.1% | -19.9% |
| 30D | -38.8% | +7.0% | -45.8% | -40.7% |
| 3M | -33.9% | -6.6% | -27.3% | -32.1% |
| 6M | -36.0% | +3.5% | -39.4% | -37.6% |
| YTD | +18.7% | -11.2% | +29.9% | +22.9% |
| 1Y | +19.8% | -10.2% | +29.9% | +23.4% |
| 3Y | +294.3% | +120.0% | +174.3% | +165.7% |
| 5Y | +205.7% | +95.6% | +110.2% | +112.5% |
| 10Y | +493.8% | +468.1% | +25.6% | +148.6% |
| All | +3,012.0% | +6,654.6% | -3,642.6% | +436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling