+121.7%
AMGN vs GFS
-3.9%
+125.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -10.1% |
| 7D | -10.3% | +2.6% | -12.9% | -10.4% |
| 30D | -3.8% | -16.4% | +12.6% | -2.5% |
| 3M | +14.4% | -41.6% | +56.0% | +19.0% |
| 6M | +7.8% | -3.7% | +11.5% | +6.2% |
| YTD | +22.6% | +29.3% | -6.7% | +17.3% |
| 1Y | +44.2% | +37.1% | +7.1% | +37.0% |
| 3Y | +65.8% | -22.1% | +87.9% | +61.8% |
| All | +121.7% | -3.9% | +125.7% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling