+188.5%
GD vs AME
+442.8%
-254.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.9% |
| 7D | -5.0% | -5.2% | +0.2% | -2.5% |
| 30D | +8.9% | -8.0% | +16.9% | +13.2% |
| 3M | -8.0% | -8.9% | +0.9% | -4.2% |
| 6M | +2.9% | -5.0% | +7.9% | +4.4% |
| YTD | +7.1% | +11.9% | -4.8% | -1.1% |
| 1Y | +5.9% | +16.6% | -10.7% | -4.4% |
| 3Y | +53.9% | +62.5% | -8.6% | +11.9% |
| 5Y | +95.4% | +67.6% | +27.8% | +37.0% |
| All | +188.5% | +442.8% | -254.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling