+407.0%
AXP vs GSK
+105.0%
+302.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.1% | +1.1% | -1.3% | -0.5% |
| 30D | +4.4% | +6.3% | -1.9% | +2.0% |
| 3M | -6.4% | +1.8% | -8.2% | -7.4% |
| 6M | +4.2% | +1.7% | +2.5% | +2.8% |
| YTD | -12.4% | +6.5% | -18.9% | -15.7% |
| 1Y | -11.1% | +9.5% | -20.6% | -15.5% |
| 3Y | +114.9% | +65.3% | +49.6% | +62.7% |
| 5Y | +87.4% | +43.7% | +43.7% | +49.7% |
| All | +407.0% | +105.0% | +302.1% | +242.4% |
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