+115.7%
AMGN vs GFS
-2.1%
+117.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -13.9% | +3.2% | -17.1% | -14.1% |
| 30D | -7.1% | -9.6% | +2.4% | -6.5% |
| 3M | +13.9% | -38.5% | +52.4% | +18.0% |
| 6M | +3.2% | -1.3% | +4.5% | +1.5% |
| YTD | +19.2% | +31.8% | -12.6% | +14.0% |
| 1Y | +41.1% | +44.6% | -3.4% | +33.5% |
| 3Y | +61.3% | -20.6% | +81.9% | +57.2% |
| All | +115.7% | -2.1% | +117.8% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling