+81.6%
AMGN vs GGLL
+328.4%
-246.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | +1.9% | -12.1% | -10.3% |
| 30D | -3.8% | -9.7% | +6.0% | -3.4% |
| 3M | +14.4% | -18.0% | +32.4% | +14.9% |
| 6M | +7.8% | +15.3% | -7.4% | +6.2% |
| YTD | +22.6% | +2.2% | +20.4% | +21.2% |
| 1Y | +44.2% | +73.1% | -28.9% | +38.9% |
| 3Y | +65.8% | +242.7% | -176.9% | +48.5% |
| All | +81.6% | +328.4% | -246.7% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling