+65.7%
AMGN vs GPC
+6.5%
+59.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | +5.9% | +4.1% | +1.8% | +4.8% |
| 30D | +18.7% | +0.1% | +18.6% | +18.5% |
| 3M | +23.4% | -3.9% | +27.3% | +24.7% |
| 6M | +49.7% | +24.4% | +25.3% | +41.9% |
| YTD | +49.2% | +5.7% | +43.5% | +39.8% |
| 1Y | +65.7% | +6.8% | +59.0% | +50.3% |
| All | +65.7% | +6.5% | +59.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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