+12.4%
GD vs AMCR
+11.9%
+0.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -3.5% | -1.8% | -1.6% | -3.2% |
| 30D | -9.0% | -6.0% | -3.0% | -8.2% |
| 3M | +5.1% | +18.9% | -13.9% | +2.2% |
| 6M | -1.0% | +5.7% | -6.7% | -2.3% |
| YTD | +7.3% | +11.1% | -3.8% | +4.4% |
| 1Y | +12.4% | +12.7% | -0.3% | +10.2% |
| All | +12.4% | +11.9% | +0.5% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling