+486.7%
GS vs AXP
+449.9%
+36.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.5% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -2.4% | +5.8% | -8.2% | -6.0% |
| 3M | -15.7% | -6.0% | -9.7% | -12.3% |
| 6M | -6.8% | +0.3% | -7.1% | -7.2% |
| YTD | -0.1% | -12.3% | +12.2% | +8.1% |
| 1Y | +12.1% | -11.2% | +23.3% | +20.3% |
| 3Y | +185.8% | +117.0% | +68.8% | +69.2% |
| 5Y | +140.1% | +93.2% | +46.9% | +47.6% |
| All | +486.7% | +449.9% | +36.8% | +42.7% |
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