+174.0%
GD vs AME
+438.4%
-264.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.9% | -4.1% | +2.2% | +0.1% |
| 30D | +10.9% | -4.1% | +15.1% | +12.9% |
| 3M | -6.8% | -5.6% | -1.1% | -4.6% |
| 6M | +7.0% | +2.8% | +4.2% | +4.3% |
| YTD | +11.1% | +16.6% | -5.5% | +0.6% |
| 1Y | +7.0% | +21.1% | -14.1% | -5.1% |
| 3Y | +59.9% | +61.1% | -1.2% | +17.5% |
| 5Y | +102.5% | +76.6% | +25.9% | +38.4% |
| 10Y | +174.0% | +431.3% | -257.3% | +15.7% |
| All | +174.0% | +438.4% | -264.4% | +15.7% |
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