+93.8%
GD vs AMCR
-4.7%
+98.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -5.0% | -5.3% | +0.3% | -3.7% |
| 30D | +8.9% | +8.7% | +0.2% | +6.5% |
| 3M | -8.0% | -3.3% | -4.8% | -7.5% |
| 6M | +2.9% | +15.1% | -12.2% | -1.3% |
| YTD | +7.1% | +12.4% | -5.4% | +2.4% |
| 1Y | +5.9% | +15.8% | -9.9% | +0.4% |
| 3Y | +53.9% | +16.7% | +37.1% | +42.2% |
| All | +93.8% | -4.7% | +98.5% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling