+60.4%
AMGN vs GGLL
+80.0%
-19.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.5% |
| 7D | +1.1% | -4.8% | +5.9% | +1.3% |
| 30D | +7.8% | -13.7% | +21.5% | +8.3% |
| 3M | +27.3% | -21.9% | +49.1% | +28.3% |
| 6M | +16.8% | +11.7% | +5.2% | +13.8% |
| YTD | +36.3% | +2.3% | +34.0% | +32.5% |
| 1Y | +60.4% | +76.2% | -15.7% | +46.5% |
| All | +60.4% | +80.0% | -19.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling