+328.1%
AMGN vs GD
+185.2%
+143.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.2% |
| 7D | 0.0% | -3.0% | +3.0% | +1.1% |
| 30D | +12.1% | +9.3% | +2.8% | +8.4% |
| 3M | +13.9% | -7.2% | +21.1% | +16.9% |
| 6M | +42.1% | +5.5% | +36.7% | +38.9% |
| YTD | +45.0% | +9.5% | +35.6% | +38.9% |
| 1Y | +49.3% | +6.4% | +42.9% | +44.6% |
| 3Y | +92.8% | +59.8% | +32.9% | +57.6% |
| 5Y | +156.7% | +98.0% | +58.8% | +89.5% |
| 10Y | +328.1% | +177.4% | +150.7% | +166.5% |
| All | +328.1% | +185.2% | +143.0% | +166.5% |
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