+195.5%
AMGN vs GPN
+28.5%
+167.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -13.7% | -4.3% | -9.4% | -12.7% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | +7.2% | +35.8% | -28.6% | -0.7% |
| 6M | +1.3% | +22.0% | -20.7% | -4.3% |
| YTD | +17.6% | +15.2% | +2.4% | +12.1% |
| 1Y | +37.2% | +3.5% | +33.7% | +33.9% |
| 3Y | +57.7% | -26.9% | +84.7% | +64.2% |
| 5Y | +106.3% | -44.2% | +150.5% | +125.3% |
| All | +195.5% | +28.5% | +167.0% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling