+13.4%
GD vs AMC
-2.6%
+16.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.8% |
| 7D | -5.3% | +2.3% | -7.6% | -5.3% |
| 30D | -6.4% | -0.7% | -5.7% | -6.4% |
| 3M | +5.7% | +35.2% | -29.5% | +5.0% |
| 6M | -0.9% | +124.6% | -125.5% | -3.4% |
| YTD | +8.2% | +69.9% | -61.7% | +6.2% |
| 1Y | +13.4% | -2.6% | +16.0% | +11.0% |
| All | +13.4% | -2.6% | +16.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling