+177.4%
GD vs AMCR
+22.3%
+155.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | -3.0% | -7.9% | +4.9% | -0.6% |
| 30D | +9.3% | +8.2% | +1.1% | +6.4% |
| 3M | -7.2% | -4.3% | -2.9% | -6.1% |
| 6M | +5.5% | +16.6% | -11.1% | -0.3% |
| YTD | +9.5% | +13.1% | -3.6% | +3.5% |
| 1Y | +6.4% | +14.4% | -8.0% | +0.1% |
| 3Y | +59.8% | +18.4% | +41.5% | +45.4% |
| 5Y | +98.0% | -5.8% | +103.8% | +93.7% |
| 10Y | +177.4% | +22.3% | +155.1% | +132.0% |
| All | +177.4% | +22.3% | +155.1% | +132.0% |
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