+136.2%
AMGN vs GH
+467.1%
-330.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -13.7% | -2.5% | -11.2% | -13.6% |
| 30D | -8.8% | -4.7% | -4.1% | -8.6% |
| 3M | +7.2% | +20.2% | -13.0% | +6.1% |
| 6M | +1.3% | +78.8% | -77.5% | -2.0% |
| YTD | +17.6% | +54.1% | -36.4% | +14.6% |
| 1Y | +37.2% | +177.1% | -139.9% | +29.3% |
| 3Y | +57.7% | +371.6% | -313.9% | +42.0% |
| 5Y | +106.3% | +21.9% | +84.3% | +98.2% |
| All | +136.2% | +467.1% | -330.9% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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