+57.7%
AMGN vs GWRE
+50.1%
+7.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -13.7% | -13.2% | -0.5% | -13.0% |
| 30D | -8.8% | -18.6% | +9.8% | -7.9% |
| 3M | +7.2% | +18.9% | -11.7% | +6.8% |
| 6M | +1.3% | -11.0% | +12.2% | +1.6% |
| YTD | +17.6% | -29.9% | +47.5% | +19.7% |
| 1Y | +37.2% | -44.3% | +81.5% | +41.6% |
| 3Y | +57.7% | +51.7% | +6.1% | +46.4% |
| All | +57.7% | +50.1% | +7.7% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling