+109.1%
AMGN vs GME
-58.9%
+167.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.3% |
| 7D | -13.9% | +6.0% | -19.9% | -14.0% |
| 30D | -7.1% | +8.3% | -15.5% | -7.3% |
| 3M | +13.9% | -9.1% | +23.0% | +14.1% |
| 6M | +3.2% | -16.3% | +19.6% | +3.6% |
| YTD | +19.2% | +1.5% | +17.7% | +19.1% |
| 1Y | +41.1% | -16.3% | +57.5% | +41.5% |
| 3Y | +61.3% | +15.1% | +46.2% | +53.8% |
| 5Y | +109.1% | -57.2% | +166.2% | +98.8% |
| All | +109.1% | -58.9% | +167.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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