+89.6%
AXP vs GSK
+44.6%
+45.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.6% | +5.2% | -5.8% | -1.6% |
| 30D | +5.0% | +10.2% | -5.2% | +2.9% |
| 3M | -4.2% | -0.9% | -3.4% | -4.2% |
| 6M | +2.9% | +3.5% | -0.5% | +1.9% |
| YTD | -11.6% | +7.2% | -18.8% | -13.4% |
| 1Y | -11.1% | +12.0% | -23.1% | -13.7% |
| 3Y | +116.7% | +67.3% | +49.4% | +83.9% |
| 5Y | +89.6% | +45.3% | +44.4% | +54.5% |
| All | +89.6% | +44.6% | +45.0% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling