+100.5%
GD vs AMCR
-9.1%
+109.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | -2.4% | +5.0% | +3.3% |
| 30D | +8.6% | +3.6% | +5.0% | +7.5% |
| 3M | -7.1% | -4.2% | -2.9% | -6.2% |
| 6M | +7.5% | +15.5% | -8.1% | +3.0% |
| YTD | +9.9% | +9.7% | +0.2% | +5.8% |
| 1Y | +7.6% | +8.3% | -0.8% | +3.9% |
| 3Y | +56.2% | +15.4% | +40.8% | +44.6% |
| All | +100.5% | -9.1% | +109.6% | +107.1% |
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 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