+91.0%
AMGN vs GTLB
+5.1%
+85.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | +1.1% | -0.7% | +1.9% | +1.2% |
| 30D | +9.3% | -10.2% | +19.5% | +9.5% |
| 3M | +12.1% | +10.1% | +2.0% | +12.0% |
| 6M | +40.3% | +116.5% | -76.2% | +38.6% |
| YTD | +45.2% | +27.2% | +18.0% | +45.9% |
| 1Y | +42.4% | +8.6% | +33.9% | +44.0% |
| 3Y | +91.0% | +5.6% | +85.5% | +89.1% |
| All | +91.0% | +5.1% | +85.9% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling