+47.7%
AMGN vs GGLL
-16.8%
+64.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.4% | +1.0% |
| 7D | 0.0% | +6.3% | -6.4% | -0.1% |
| 30D | +12.1% | -35.1% | +47.2% | +12.7% |
| 3M | +13.9% | -37.7% | +51.5% | +14.4% |
| 6M | +42.1% | -54.1% | +96.2% | +45.0% |
| YTD | +45.0% | -29.4% | +74.5% | +40.8% |
| All | +47.7% | -16.8% | +64.5% | +41.5% |
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