+86.1%
AXP vs GSK
+44.4%
+41.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.1% | +1.1% | -1.3% | -0.3% |
| 30D | +4.4% | +6.3% | -1.9% | +3.1% |
| 3M | -6.4% | +1.8% | -8.2% | -6.9% |
| 6M | +4.2% | +1.7% | +2.5% | +3.5% |
| YTD | -12.4% | +6.5% | -18.9% | -14.0% |
| 1Y | -11.1% | +9.5% | -20.6% | -13.3% |
| 3Y | +114.9% | +65.3% | +49.6% | +83.0% |
| All | +86.1% | +44.4% | +41.7% | +51.5% |
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