+448.7%
AXP vs GSK
+103.4%
+345.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | +5.8% | +7.0% | -1.2% | +3.0% |
| 3M | -6.0% | -2.7% | -3.4% | -5.4% |
| 6M | +0.3% | +1.4% | -1.1% | -1.0% |
| YTD | -12.3% | +5.3% | -17.6% | -15.2% |
| 1Y | -11.2% | +10.6% | -21.9% | -16.0% |
| 3Y | +117.0% | +62.6% | +54.4% | +65.6% |
| 5Y | +93.2% | +41.7% | +51.5% | +55.2% |
| All | +448.7% | +103.4% | +345.3% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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