+60,958.4%
AMGN vs GD
+20,186.5%
+40,771.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +1.1% | -5.3% | +6.4% | +2.6% |
| 30D | +7.8% | -6.4% | +14.3% | +9.8% |
| 3M | +27.3% | +5.7% | +21.6% | +25.3% |
| 6M | +16.8% | -0.9% | +17.8% | +16.9% |
| YTD | +36.3% | +8.2% | +28.2% | +32.9% |
| 1Y | +60.4% | +13.4% | +47.0% | +54.3% |
| 3Y | +86.3% | +68.5% | +17.8% | +60.2% |
| 5Y | +125.7% | +97.2% | +28.5% | +84.8% |
| 10Y | +247.0% | +190.2% | +56.8% | +153.0% |
| All | +60,958.4% | +20,186.5% | +40,771.8% | +22,908.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling