+405.8%
GD vs AMC
-98.1%
+503.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.9% |
| 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% | +4.6% |
| 6M | -0.9% | +124.6% | -125.5% | -3.5% |
| YTD | +8.2% | +69.9% | -61.7% | +6.0% |
| 1Y | +13.4% | -2.6% | +16.0% | +12.6% |
| 3Y | +68.5% | -79.8% | +148.3% | +70.5% |
| 5Y | +97.2% | -99.4% | +196.5% | +110.5% |
| 10Y | +190.2% | -98.9% | +289.1% | +182.8% |
| All | +405.8% | -98.1% | +503.9% | +352.3% |
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