+56.0%
GD vs AMCR
+14.2%
+41.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +1.9% | -4.5% | +6.3% | +2.7% |
| 30D | +9.2% | +4.9% | +4.4% | +8.2% |
| 3M | -7.5% | -4.6% | -2.9% | -6.8% |
| 6M | +5.8% | +15.2% | -9.4% | +2.7% |
| YTD | +9.8% | +9.7% | +0.1% | +6.9% |
| 1Y | +5.8% | +10.5% | -4.7% | +2.8% |
| All | +56.0% | +14.2% | +41.8% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling