+122.1%
AMGN vs GTLB
-50.0%
+172.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.4% | -4.7% | -10.0% |
| 7D | -10.3% | +4.6% | -14.8% | -10.3% |
| 30D | -3.8% | +21.0% | -24.8% | -4.0% |
| 3M | +14.4% | +51.7% | -37.3% | +13.8% |
| 6M | +7.8% | +89.3% | -81.5% | +6.9% |
| YTD | +22.6% | +25.6% | -3.1% | +22.4% |
| 1Y | +44.2% | -1.5% | +45.8% | +44.6% |
| 3Y | +65.8% | -9.9% | +75.7% | +65.7% |
| All | +122.1% | -50.0% | +172.1% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling