+325.7%
AMGN vs GPC
+74.9%
+250.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +9.3% | -6.3% | +15.6% | +11.1% |
| 3M | +12.1% | -8.2% | +20.3% | +14.6% |
| 6M | +40.3% | +27.1% | +13.2% | +30.7% |
| YTD | +45.2% | +3.1% | +42.1% | +42.1% |
| 1Y | +42.4% | +0.1% | +42.4% | +40.5% |
| 3Y | +91.0% | +0.2% | +90.8% | +84.4% |
| 5Y | +157.4% | +4.9% | +152.5% | +140.6% |
| All | +325.7% | +74.9% | +250.8% | +234.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling