+107.5%
GILD vs AXP
+109.7%
-2.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -4.2% | -2.8% | -1.5% | -3.8% |
| 30D | +6.7% | -5.9% | +12.6% | +7.7% |
| 3M | +20.0% | +2.6% | +17.4% | +19.4% |
| 6M | -1.3% | +6.4% | -7.7% | -2.5% |
| YTD | +19.4% | -12.6% | +32.0% | +21.5% |
| 1Y | +28.9% | +0.2% | +28.7% | +27.6% |
| All | +107.5% | +109.7% | -2.2% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling