+111.1%
AXP vs GSK
+60.3%
+50.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.9% |
| 30D | -6.5% | -2.2% | -4.4% | -6.3% |
| 3M | +4.6% | -1.8% | +6.5% | +4.8% |
| 6M | +5.4% | -10.6% | +16.0% | +6.4% |
| YTD | -11.1% | +4.4% | -15.5% | -11.5% |
| 1Y | -0.3% | +30.4% | -30.7% | -2.8% |
| All | +111.1% | +60.3% | +50.7% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling