+195.5%
AMGN vs GPC
+86.4%
+109.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -13.7% | -3.2% | -10.5% | -12.9% |
| 30D | -8.8% | +0.5% | -9.3% | -8.9% |
| 3M | +7.2% | +31.7% | -24.5% | -0.9% |
| 6M | +1.3% | +24.7% | -23.4% | -5.1% |
| YTD | +17.6% | +11.8% | +5.9% | +12.8% |
| 1Y | +37.2% | -3.0% | +40.1% | +36.7% |
| 3Y | +57.7% | -1.1% | +58.8% | +52.8% |
| 5Y | +106.3% | +30.5% | +75.8% | +80.9% |
| All | +195.5% | +86.4% | +109.2% | +124.2% |
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