+185.7%
GS vs AXP
+118.2%
+67.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.8% |
| 7D | +0.9% | -2.1% | +3.1% | +2.3% |
| 30D | -1.6% | -6.5% | +5.0% | +2.6% |
| 3M | -4.5% | +4.6% | -9.1% | -7.3% |
| 6M | +20.9% | +5.4% | +15.5% | +16.5% |
| YTD | +19.9% | -11.1% | +31.0% | +28.0% |
| 1Y | +41.4% | -0.3% | +41.7% | +40.0% |
| 3Y | +239.2% | +111.6% | +127.6% | +121.9% |
| All | +185.7% | +118.2% | +67.6% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling