+154.9%
AMGN vs GPC
+7.2%
+147.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +12.1% | -1.8% | +14.0% | +12.5% |
| 3M | +12.2% | -6.6% | +18.7% | +13.9% |
| 6M | +42.1% | +21.3% | +20.8% | +35.5% |
| YTD | +45.0% | +4.3% | +40.8% | +41.8% |
| 1Y | +47.7% | +3.3% | +44.5% | +44.8% |
| 3Y | +90.4% | +0.8% | +89.7% | +83.9% |
| 5Y | +154.9% | +7.4% | +147.5% | +136.9% |
| All | +154.9% | +7.2% | +147.7% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling