+53.9%
GD vs AMCR
+16.4%
+37.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -5.0% | -5.3% | +0.3% | -4.1% |
| 30D | +8.9% | +8.7% | +0.2% | +7.2% |
| 3M | -8.0% | -3.3% | -4.8% | -7.6% |
| 6M | +2.9% | +15.1% | -12.2% | -0.1% |
| YTD | +7.1% | +12.4% | -5.4% | +3.8% |
| 1Y | +5.9% | +15.8% | -9.9% | +2.0% |
| 3Y | +53.9% | +16.7% | +37.1% | +51.1% |
| All | +53.9% | +16.4% | +37.5% | +51.1% |
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