+323.2%
AMGN vs GPC
+78.6%
+244.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.2% | -2.1% | -0.1% | -1.6% |
| 30D | +12.1% | -4.5% | +16.6% | +13.4% |
| 3M | +13.6% | -7.7% | +21.3% | +16.1% |
| 6M | +43.9% | +24.3% | +19.6% | +35.0% |
| YTD | +45.9% | +3.5% | +42.5% | +42.7% |
| 1Y | +42.1% | +0.7% | +41.4% | +39.9% |
| 3Y | +91.6% | 0.0% | +91.6% | +85.0% |
| 5Y | +158.5% | +5.8% | +152.7% | +141.0% |
| 10Y | +323.2% | +75.8% | +247.5% | +236.4% |
| All | +323.2% | +78.6% | +244.6% | +236.4% |
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