Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AMGN vs GFI✓SelectedUSD · GFIAMGN vs GFI performance historyLatest closeAs of-2.25%09/10
Stock and ETF performance explorer

AMGN vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+53,311.2%
GFI return
+660.1%
Excess return
+52,651.1%
Maximum drawdown
-60.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
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