+65.8%
AMGN vs GPC
-2.2%
+68.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.2% | -9.4% |
| 7D | -10.3% | +0.2% | -10.5% | -10.2% |
| 30D | -3.8% | -0.4% | -3.4% | -3.6% |
| 3M | +14.4% | +39.2% | -24.8% | +6.1% |
| 6M | +7.8% | +18.2% | -10.4% | +3.3% |
| YTD | +22.6% | +12.1% | +10.5% | +17.9% |
| 1Y | +44.2% | -0.7% | +44.9% | +42.4% |
| 3Y | +65.8% | -1.7% | +67.5% | +59.8% |
| All | +65.8% | -2.2% | +68.0% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling