+158.5%
AMGN vs GD
+102.9%
+55.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | +12.1% | +9.5% | +2.6% | +8.9% |
| 3M | +13.6% | -5.8% | +19.5% | +15.7% |
| 6M | +43.9% | +7.7% | +36.2% | +40.3% |
| YTD | +45.9% | +11.1% | +34.9% | +40.3% |
| 1Y | +42.1% | +6.1% | +36.1% | +38.8% |
| 3Y | +91.6% | +59.8% | +31.8% | +62.4% |
| 5Y | +158.5% | +104.6% | +53.9% | +93.6% |
| All | +158.5% | +102.9% | +55.6% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling