+13.4%
GD vs AMRZ
-14.5%
+27.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.3% | -1.9% | -3.4% | -5.0% |
| 30D | -6.4% | -16.9% | +10.5% | -4.0% |
| 3M | +5.7% | -19.2% | +24.9% | +8.6% |
| 6M | -0.9% | -29.3% | +28.3% | +4.4% |
| YTD | +8.2% | -18.0% | +26.1% | +10.0% |
| 1Y | +13.4% | -15.1% | +28.5% | +14.3% |
| All | +13.4% | -14.5% | +27.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling