+243.0%
GS vs AXP
+110.9%
+132.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.9% |
| 7D | +0.9% | -2.1% | +3.1% | +2.5% |
| 30D | -1.6% | -6.5% | +5.0% | +3.2% |
| 3M | -4.5% | +4.6% | -9.1% | -7.8% |
| 6M | +20.9% | +5.4% | +15.5% | +15.7% |
| YTD | +19.9% | -11.1% | +31.0% | +29.2% |
| 1Y | +41.4% | -0.3% | +41.7% | +39.2% |
| All | +243.0% | +110.9% | +132.1% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling