+112.0%
AMGN vs GPC
+30.9%
+81.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -11.6% | -0.6% | -11.0% | -11.5% |
| 30D | -5.7% | +1.3% | -7.0% | -5.9% |
| 3M | +14.2% | +37.1% | -22.9% | +5.9% |
| 6M | +5.2% | +23.2% | -18.0% | -0.2% |
| YTD | +22.0% | +13.1% | +8.9% | +17.1% |
| 1Y | +43.6% | +0.9% | +42.8% | +41.6% |
| 3Y | +65.0% | -0.8% | +65.8% | +59.6% |
| 5Y | +112.0% | +31.1% | +80.9% | +85.7% |
| All | +112.0% | +30.9% | +81.2% | +85.7% |
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