+70.8%
GD vs AME
+50.7%
+20.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.2% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -6.4% | -6.7% | +0.3% | -4.8% |
| 3M | +5.7% | +4.1% | +1.6% | +4.3% |
| 6M | -0.9% | +1.6% | -2.5% | -1.8% |
| YTD | +8.2% | +16.1% | -8.0% | +3.0% |
| 1Y | +13.4% | +27.3% | -13.9% | +5.1% |
| All | +70.8% | +50.7% | +20.0% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling