+403.9%
GD vs AMC
-97.8%
+501.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.5% | +10.2% | -2.0% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +8.1% | +4.4% | +3.7% | +7.9% |
| 3M | -6.8% | +15.4% | -22.1% | -7.2% |
| 6M | +3.0% | +93.7% | -90.7% | +0.8% |
| YTD | +7.8% | +97.4% | -89.7% | +5.2% |
| 1Y | +5.8% | +23.2% | -17.4% | +4.4% |
| 3Y | +55.3% | -71.3% | +126.6% | +56.3% |
| 5Y | +96.7% | -99.3% | +195.9% | +109.0% |
| 10Y | +195.4% | -98.7% | +294.1% | +188.0% |
| All | +403.9% | -97.8% | +501.7% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling