+146.1%
AMGN vs GH
+480.1%
-334.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -10.1% |
| 7D | -10.3% | -2.1% | -8.2% | -10.2% |
| 30D | -3.8% | -4.5% | +0.7% | -3.6% |
| 3M | +14.4% | +28.9% | -14.5% | +12.8% |
| 6M | +7.8% | +76.5% | -68.7% | +4.4% |
| YTD | +22.6% | +57.6% | -35.0% | +19.2% |
| 1Y | +44.2% | +167.5% | -123.3% | +36.2% |
| 3Y | +65.8% | +377.4% | -311.6% | +49.2% |
| 5Y | +108.0% | +23.8% | +84.1% | +99.7% |
| All | +146.1% | +480.1% | -334.0% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling