+488.8%
GS vs AXP
+456.7%
+32.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -4.8% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -3.1% | +7.0% | -10.2% | -7.4% |
| 3M | -17.7% | -6.6% | -11.1% | -13.9% |
| 6M | -4.6% | +3.5% | -8.0% | -7.0% |
| YTD | +0.3% | -11.2% | +11.5% | +7.7% |
| 1Y | +11.7% | -10.2% | +21.9% | +18.9% |
| 3Y | +183.6% | +120.0% | +63.5% | +66.3% |
| 5Y | +141.0% | +95.6% | +45.4% | +46.9% |
| All | +488.8% | +456.7% | +32.1% | +42.0% |
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