+652.8%
GD vs AMCR
+106.4%
+546.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.3% | -1.9% | -3.4% | -4.8% |
| 30D | -6.4% | -4.1% | -2.3% | -5.5% |
| 3M | +5.7% | +21.7% | -16.0% | +0.4% |
| 6M | -0.9% | +1.5% | -2.4% | -2.0% |
| YTD | +8.2% | +13.1% | -5.0% | +3.8% |
| 1Y | +13.4% | +16.5% | -3.1% | +7.8% |
| 3Y | +68.5% | +10.3% | +58.2% | +60.4% |
| 5Y | +97.2% | -7.7% | +104.8% | +95.4% |
| 10Y | +190.2% | +24.6% | +165.6% | +158.3% |
| All | +652.8% | +106.4% | +546.3% | +554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling