+195.5%
AMGN vs GWW
+570.2%
-374.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -13.7% | -3.4% | -10.3% | -12.9% |
| 30D | -8.8% | -1.9% | -6.9% | -8.3% |
| 3M | +7.2% | -2.4% | +9.6% | +7.7% |
| 6M | +1.3% | +15.7% | -14.5% | -2.7% |
| YTD | +17.6% | +27.6% | -10.0% | +10.2% |
| 1Y | +37.2% | +27.2% | +10.0% | +28.4% |
| 3Y | +57.7% | +89.7% | -31.9% | +32.3% |
| 5Y | +106.3% | +223.9% | -117.7% | +47.1% |
| All | +195.5% | +570.2% | -374.6% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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