+76.9%
AMGN vs GLXY
-40.0%
+116.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | +0.9% | -16.2% | +17.0% | +1.0% |
| 30D | +12.1% | -30.6% | +42.7% | +12.5% |
| 3M | +12.2% | -27.7% | +39.9% | +12.4% |
| 6M | +42.1% | -53.3% | +95.5% | +43.8% |
| YTD | +45.0% | -36.9% | +81.9% | +43.8% |
| 1Y | +47.7% | -55.6% | +103.3% | +48.4% |
| All | +76.9% | -40.0% | +116.9% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling