+112.8%
AMGN vs GFS
0.0%
+112.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.5% |
| 7D | -13.7% | +3.8% | -17.5% | -14.0% |
| 30D | -8.8% | -11.7% | +2.9% | -8.0% |
| 3M | +7.2% | -41.8% | +49.0% | +11.6% |
| 6M | +1.3% | +6.6% | -5.4% | -1.1% |
| YTD | +17.6% | +34.6% | -17.0% | +12.3% |
| 1Y | +37.2% | +46.2% | -9.0% | +29.6% |
| 3Y | +57.7% | -20.3% | +78.1% | +53.6% |
| All | +112.8% | 0.0% | +112.8% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling