miserable 5 month old

Does anyone else just have a miserable baby? Since day one.. she's been extremely gassy and acts like her stomach is hurting all the time. She strains and turns red while screaming for hours. But her pediatrician just said she's colicky and will grow out of it. With that being said.. we've tried everything. Switching formula, gas drops, gripe water, talking to her pediatrician, burping every ounce while feeding her and so on. 
I'm just wondering if we're missing something or what to do at this point...