+245.3%
AMGN vs GD
+188.9%
+56.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +1.1% | -5.3% | +6.4% | +3.2% |
| 30D | +7.8% | -6.4% | +14.3% | +10.6% |
| 3M | +27.3% | +5.7% | +21.6% | +24.5% |
| 6M | +16.8% | -0.9% | +17.8% | +16.9% |
| YTD | +36.3% | +8.2% | +28.2% | +31.3% |
| 1Y | +60.4% | +13.4% | +47.0% | +51.6% |
| 3Y | +86.3% | +68.5% | +17.8% | +48.7% |
| 5Y | +125.7% | +97.2% | +28.5% | +66.3% |
| All | +245.3% | +188.9% | +56.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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