+109.1%
AMGN vs GH
+21.3%
+87.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.2% |
| 7D | -13.9% | -1.2% | -12.6% | -13.9% |
| 30D | -7.1% | -3.7% | -3.5% | -7.1% |
| 3M | +13.9% | +21.7% | -7.8% | +13.3% |
| 6M | +3.2% | +75.7% | -72.5% | +1.6% |
| YTD | +19.2% | +55.7% | -36.5% | +17.6% |
| 1Y | +41.1% | +181.1% | -140.0% | +37.0% |
| 3Y | +61.3% | +371.6% | -310.3% | +53.5% |
| 5Y | +109.1% | +23.2% | +85.9% | +98.3% |
| All | +109.1% | +21.3% | +87.8% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling