+93.8%
GD vs AMP
+75.0%
+18.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -5.0% | +2.2% | -7.1% | -5.7% |
| 30D | +8.9% | +2.2% | +6.7% | +8.1% |
| 3M | -8.0% | -10.4% | +2.4% | -5.1% |
| 6M | +2.9% | +5.8% | -2.9% | +0.8% |
| YTD | +7.1% | +3.3% | +3.8% | +5.2% |
| 1Y | +5.9% | +11.1% | -5.1% | +1.7% |
| 3Y | +53.9% | +56.0% | -2.2% | +30.1% |
| All | +93.8% | +75.0% | +18.9% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling