+45.4%
GILD vs AXP
-6.4%
+51.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.0% |
| 7D | +9.6% | +4.6% | +5.0% | +9.2% |
| 30D | +20.6% | +9.7% | +10.9% | +19.9% |
| 3M | +29.7% | -3.8% | +33.5% | +30.0% |
| 6M | +33.1% | +4.8% | +28.3% | +32.8% |
| YTD | +44.7% | -9.1% | +53.8% | +42.8% |
| 1Y | +45.4% | -6.7% | +52.1% | +42.6% |
| All | +45.4% | -6.4% | +51.8% | +42.6% |
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