+60.4%
AMGN vs GPN
+8.1%
+52.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +7.8% | +5.8% | +2.1% | +6.8% |
| 3M | +27.3% | +37.0% | -9.7% | +20.8% |
| 6M | +16.8% | +20.1% | -3.3% | +13.0% |
| YTD | +36.3% | +20.4% | +15.9% | +30.4% |
| 1Y | +60.4% | +7.4% | +53.0% | +57.1% |
| All | +60.4% | +8.1% | +52.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling