+42.1%
AMGN vs GLXY
-48.5%
+90.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.2% | -12.6% | +0.6% |
| 7D | -2.2% | +14.3% | -16.5% | -2.2% |
| 30D | +12.1% | -19.6% | +31.7% | +12.0% |
| 3M | +13.6% | -20.7% | +34.3% | +13.6% |
| 6M | +43.9% | -49.6% | +93.5% | +45.2% |
| YTD | +45.9% | -28.6% | +74.5% | +44.4% |
| 1Y | +42.1% | -48.0% | +90.2% | +41.0% |
| All | +42.1% | -48.5% | +90.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling