+64,196.9%
AMGN vs GD
+19,982.5%
+44,214.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -1.2% | -5.0% | +3.8% | +0.1% |
| 30D | +11.5% | +8.9% | +2.5% | +8.9% |
| 3M | +14.4% | -8.0% | +22.4% | +16.9% |
| 6M | +40.9% | +2.9% | +38.0% | +39.6% |
| YTD | +43.5% | +7.1% | +36.5% | +40.1% |
| 1Y | +49.9% | +5.9% | +44.0% | +46.8% |
| 3Y | +84.6% | +53.9% | +30.8% | +62.7% |
| 5Y | +151.6% | +95.4% | +56.2% | +106.5% |
| 10Y | +358.2% | +193.5% | +164.7% | +233.0% |
| All | +64,196.9% | +19,982.5% | +44,214.4% | +24,172.5% |
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 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