+195.5%
AMGN vs GWRE
+131.0%
+64.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -13.7% | -13.2% | -0.5% | -12.0% |
| 30D | -8.8% | -18.6% | +9.8% | -6.7% |
| 3M | +7.2% | +18.9% | -11.7% | +4.1% |
| 6M | +1.3% | -11.0% | +12.2% | +1.2% |
| YTD | +17.6% | -29.9% | +47.5% | +21.4% |
| 1Y | +37.2% | -44.3% | +81.5% | +46.5% |
| 3Y | +57.7% | +51.7% | +6.1% | +37.9% |
| 5Y | +106.3% | +15.4% | +90.8% | +90.1% |
| All | +195.5% | +131.0% | +64.6% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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