+60,958.4%
AMGN vs GPC
+2,341.8%
+58,616.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | +7.8% | +6.0% | +1.9% | +5.5% |
| 3M | +27.3% | +42.6% | -15.4% | +10.7% |
| 6M | +16.8% | +22.8% | -5.9% | +7.2% |
| YTD | +36.3% | +15.5% | +20.9% | +26.9% |
| 1Y | +60.4% | +2.0% | +58.4% | +56.3% |
| 3Y | +86.3% | -1.4% | +87.8% | +78.1% |
| 5Y | +125.7% | +30.6% | +95.1% | +88.7% |
| 10Y | +247.0% | +80.6% | +166.4% | +136.9% |
| All | +60,958.4% | +2,341.8% | +58,616.6% | +13,443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling