+159.7%
GILD vs AXP
+475.7%
-316.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.8% | -0.5% | -4.4% | -4.7% |
| 30D | +5.8% | -5.6% | +11.4% | +6.9% |
| 3M | +14.9% | +2.2% | +12.7% | +14.3% |
| 6M | -0.4% | +6.7% | -7.1% | -1.7% |
| YTD | +18.5% | -11.5% | +30.1% | +20.6% |
| 1Y | +25.1% | -0.4% | +25.5% | +24.3% |
| 3Y | +105.9% | +113.0% | -7.1% | +75.1% |
| 5Y | +143.0% | +117.4% | +25.6% | +102.4% |
| All | +159.7% | +475.7% | -316.0% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling