+90.4%
AMGN vs GD
+61.5%
+28.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +0.9% | -1.9% | +2.7% | +1.4% |
| 30D | +12.1% | +10.9% | +1.2% | +8.5% |
| 3M | +12.2% | -6.8% | +18.9% | +14.6% |
| 6M | +42.1% | +7.0% | +35.1% | +38.9% |
| YTD | +45.0% | +11.1% | +33.9% | +39.3% |
| 1Y | +47.7% | +7.0% | +40.7% | +43.9% |
| 3Y | +90.4% | +59.9% | +30.5% | +64.6% |
| All | +90.4% | +61.5% | +28.9% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling