+57.7%
AMGN vs GH
+363.0%
-305.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.3% |
| 6M | +1.3% | +78.8% | -77.5% | -1.4% |
| YTD | +17.6% | +54.1% | -36.4% | +15.0% |
| 1Y | +37.2% | +177.1% | -139.9% | +30.4% |
| 3Y | +57.7% | +371.6% | -313.9% | +43.7% |
| All | +57.7% | +363.0% | -305.3% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling