+6,606.2%
AXP vs GSK
+1,724.7%
+4,881.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.7% |
| 7D | +0.4% | +3.6% | -3.2% | -1.1% |
| 30D | +7.0% | +8.2% | -1.1% | +3.4% |
| 3M | -6.6% | -1.2% | -5.4% | -6.6% |
| 6M | +3.5% | +1.9% | +1.6% | +1.8% |
| YTD | -11.2% | +5.5% | -16.7% | -14.5% |
| 1Y | -10.2% | +11.8% | -22.0% | -15.7% |
| 3Y | +120.0% | +64.5% | +55.5% | +68.6% |
| 5Y | +95.6% | +41.9% | +53.7% | +57.3% |
| 10Y | +468.1% | +105.1% | +363.1% | +285.0% |
| All | +6,606.2% | +1,724.7% | +4,881.5% | +1,860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling