+188.5%
GD vs AMCR
+21.5%
+167.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -5.0% | -5.3% | +0.3% | -3.4% |
| 30D | +8.9% | +8.7% | +0.2% | +5.9% |
| 3M | -8.0% | -3.3% | -4.8% | -7.3% |
| 6M | +2.9% | +15.1% | -12.2% | -2.3% |
| YTD | +7.1% | +12.4% | -5.4% | +1.4% |
| 1Y | +5.9% | +15.8% | -9.9% | -0.8% |
| 3Y | +53.9% | +16.7% | +37.1% | +40.6% |
| 5Y | +95.4% | -5.1% | +100.5% | +90.5% |
| All | +188.5% | +21.5% | +167.0% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling