+116.1%
AMGN vs GTLB
-49.8%
+165.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -13.9% | -4.1% | -9.8% | -13.8% |
| 30D | -7.1% | +12.3% | -19.5% | -7.3% |
| 3M | +13.9% | +65.9% | -52.0% | +13.2% |
| 6M | +3.2% | +104.0% | -100.7% | +2.3% |
| YTD | +19.2% | +26.0% | -6.8% | +19.1% |
| 1Y | +41.1% | -3.5% | +44.6% | +41.6% |
| 3Y | +61.3% | -9.6% | +70.9% | +61.2% |
| All | +116.1% | -49.8% | +165.9% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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