+53,311.2%
AMGN vs GFI
+660.1%
+52,651.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -2.2% |
| 7D | -13.9% | -5.1% | -8.7% | -13.8% |
| 30D | -7.1% | +13.4% | -20.6% | -7.4% |
| 3M | +13.9% | +36.2% | -22.3% | +13.0% |
| 6M | +3.2% | -9.8% | +13.1% | +3.3% |
| YTD | +19.2% | +7.7% | +11.6% | +18.7% |
| 1Y | +41.1% | +27.2% | +13.9% | +39.9% |
| 3Y | +61.3% | +300.3% | -239.0% | +55.6% |
| 5Y | +109.1% | +539.8% | -430.7% | +99.0% |
| 10Y | +209.4% | +1,058.5% | -849.1% | +189.2% |
| All | +53,311.2% | +660.1% | +52,651.1% | +50,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling