+170.6%
GD vs AME
+437.3%
-266.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.4% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +9.5% | -4.1% | +13.5% | +11.4% |
| 3M | -5.8% | -6.3% | +0.5% | -3.3% |
| 6M | +7.7% | +3.5% | +4.2% | +4.6% |
| YTD | +11.1% | +17.3% | -6.2% | +0.2% |
| 1Y | +6.1% | +22.0% | -15.9% | -6.3% |
| 3Y | +59.8% | +62.0% | -2.2% | +17.1% |
| 5Y | +104.6% | +78.5% | +26.1% | +39.0% |
| 10Y | +170.6% | +441.6% | -271.1% | +12.9% |
| All | +170.6% | +437.3% | -266.8% | +12.9% |
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