+6,524.1%
AXP vs GSK
+1,721.8%
+4,802.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | -0.1% |
| 30D | +5.8% | +7.0% | -1.2% | +2.7% |
| 3M | -6.0% | -2.7% | -3.4% | -5.4% |
| 6M | +0.3% | +1.4% | -1.1% | -1.1% |
| YTD | -12.3% | +5.3% | -17.6% | -15.5% |
| 1Y | -11.2% | +10.6% | -21.9% | -16.3% |
| 3Y | +117.0% | +62.6% | +54.4% | +67.1% |
| 5Y | +93.2% | +41.7% | +51.5% | +55.5% |
| 10Y | +461.2% | +104.7% | +356.4% | +280.5% |
| All | +6,524.1% | +1,721.8% | +4,802.3% | +1,837.9% |
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