+97.2%
GD vs AME
+82.5%
+14.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -6.4% | -6.7% | +0.3% | -4.2% |
| 3M | +5.7% | +4.1% | +1.6% | +3.8% |
| 6M | -0.9% | +1.6% | -2.5% | -2.2% |
| YTD | +8.2% | +16.1% | -8.0% | +1.3% |
| 1Y | +13.4% | +27.3% | -13.9% | +2.3% |
| 3Y | +68.5% | +50.9% | +17.6% | +39.0% |
| All | +97.2% | +82.5% | +14.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling