+59.9%
AMGN vs GIS
-37.3%
+97.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.3% |
| 7D | -13.9% | -8.4% | -5.5% | -11.5% |
| 30D | -7.1% | -5.2% | -1.9% | -5.7% |
| 3M | +13.9% | +8.2% | +5.7% | +10.8% |
| 6M | +3.2% | -12.0% | +15.3% | +7.2% |
| YTD | +19.2% | -18.9% | +38.1% | +26.8% |
| 1Y | +41.1% | -23.6% | +64.8% | +53.3% |
| All | +59.9% | -37.3% | +97.2% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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