+60.4%
AMGN vs GPC
+0.2%
+60.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +7.8% | +5.1% | +2.7% | +6.5% |
| 3M | +27.3% | +41.5% | -14.3% | +17.1% |
| 6M | +16.8% | +21.8% | -5.0% | +10.2% |
| YTD | +36.3% | +14.6% | +21.8% | +26.7% |
| 1Y | +60.4% | +1.3% | +59.2% | +53.1% |
| All | +60.4% | +0.2% | +60.2% | +53.1% |
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