+188.5%
GD vs AMP
+573.8%
-385.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -5.0% | +2.2% | -7.1% | -5.9% |
| 30D | +8.9% | +2.2% | +6.7% | +7.8% |
| 3M | -8.0% | -10.4% | +2.4% | -4.3% |
| 6M | +2.9% | +5.8% | -2.9% | +0.1% |
| YTD | +7.1% | +3.3% | +3.8% | +4.6% |
| 1Y | +5.9% | +11.1% | -5.1% | +0.5% |
| 3Y | +53.9% | +56.0% | -2.2% | +24.4% |
| 5Y | +95.4% | +76.1% | +19.3% | +45.5% |
| All | +188.5% | +573.8% | -385.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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