+57.7%
AMGN vs GFI
+287.6%
-229.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | -13.7% | -4.9% | -8.8% | -13.4% |
| 30D | -8.8% | +10.7% | -19.5% | -9.6% |
| 3M | +7.2% | +25.6% | -18.4% | +5.1% |
| 6M | +1.3% | -8.3% | +9.5% | +1.2% |
| YTD | +17.6% | +6.3% | +11.3% | +16.0% |
| 1Y | +37.2% | +22.1% | +15.1% | +33.4% |
| 3Y | +57.7% | +289.2% | -231.4% | +36.1% |
| All | +57.7% | +287.6% | -229.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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