+190.4%
GD vs AMBA
-6.6%
+197.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.1% | -1.5% |
| 7D | -3.9% | -14.6% | +10.7% | -2.6% |
| 30D | +8.1% | -18.8% | +26.9% | +9.9% |
| 3M | -6.8% | -32.6% | +25.8% | -3.9% |
| 6M | +3.0% | -25.8% | +28.8% | +3.8% |
| YTD | +7.8% | -22.1% | +29.9% | +7.6% |
| 1Y | +5.8% | -36.2% | +42.0% | +7.3% |
| 3Y | +55.3% | +10.0% | +45.3% | +44.2% |
| 5Y | +96.7% | -71.6% | +168.2% | +101.6% |
| All | +190.4% | -6.6% | +197.0% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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