+642.6%
GS vs AXP
+465.7%
+176.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | +0.2% | -4.3% | +4.5% | +3.1% |
| 3M | -0.3% | +4.7% | -5.0% | -3.6% |
| 6M | +27.4% | +9.0% | +18.4% | +19.8% |
| YTD | +19.6% | -11.1% | +30.8% | +28.3% |
| 1Y | +42.5% | +1.3% | +41.2% | +39.4% |
| 3Y | +240.4% | +114.5% | +126.0% | +103.9% |
| 5Y | +188.9% | +118.0% | +70.9% | +63.6% |
| 10Y | +642.6% | +464.9% | +177.6% | +127.2% |
| All | +642.6% | +465.7% | +176.9% | +127.2% |
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 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