+37.4%
GILD vs AXP
+1.4%
+36.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +3.6% | -2.1% | +5.8% | +3.9% |
| 30D | +14.6% | -6.5% | +21.1% | +15.6% |
| 3M | +17.7% | +4.6% | +13.0% | +17.0% |
| 6M | +3.1% | +5.4% | -2.3% | +2.3% |
| YTD | +24.5% | -11.1% | +35.7% | +25.5% |
| 1Y | +37.4% | -0.3% | +37.7% | +32.0% |
| All | +37.4% | +1.4% | +36.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling