+48.6%
AMZN vs GD
+94.5%
-45.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +7.9% | -5.0% | +12.9% | +9.7% |
| 30D | -0.2% | +8.9% | -9.2% | -3.6% |
| 3M | -4.8% | -8.0% | +3.3% | -2.1% |
| 6M | -5.7% | +2.9% | -8.6% | -7.4% |
| YTD | +12.3% | +7.1% | +5.3% | +8.0% |
| 1Y | +6.7% | +5.9% | +0.8% | +3.0% |
| 3Y | +85.6% | +53.9% | +31.7% | +49.3% |
| All | +48.6% | +94.5% | -45.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 5y: compounded portfolio wealth divided by compounded GD 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…
5y analysis · Full analysis span regression · 6 months rolling