+89.6%
AXP vs GSK
+43.2%
+46.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.3% |
| 30D | +5.8% | +7.0% | -1.2% | +4.3% |
| 3M | -6.0% | -2.7% | -3.4% | -5.7% |
| 6M | +0.3% | +1.4% | -1.1% | -0.3% |
| YTD | -12.3% | +5.3% | -17.6% | -13.7% |
| 1Y | -11.2% | +10.6% | -21.9% | -13.6% |
| 3Y | +117.0% | +62.6% | +54.4% | +85.5% |
| All | +89.6% | +43.2% | +46.3% | +52.2% |
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