+880.1%
GD vs AMP
+2,123.7%
-1,243.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | -6.4% | -0.1% | -6.3% | -6.4% |
| 3M | +5.7% | +23.6% | -17.9% | -1.3% |
| 6M | -0.9% | +20.4% | -21.3% | -7.0% |
| YTD | +8.2% | +15.4% | -7.3% | +2.7% |
| 1Y | +13.4% | +11.0% | +2.5% | +8.8% |
| 3Y | +68.5% | +70.5% | -2.0% | +38.9% |
| 5Y | +97.2% | +121.4% | -24.2% | +46.4% |
| 10Y | +190.2% | +575.6% | -385.4% | +45.8% |
| All | +880.1% | +2,123.7% | -1,243.6% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling