+32.2%
GD vs AMRZ
-19.3%
+51.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +1.9% | -4.0% | +5.9% | +2.5% |
| 30D | +9.2% | +12.4% | -3.2% | +7.4% |
| 3M | -7.5% | -11.5% | +4.1% | -6.1% |
| 6M | +5.8% | -21.6% | +27.4% | +8.7% |
| YTD | +9.8% | -23.4% | +33.2% | +12.7% |
| 1Y | +5.8% | -17.2% | +22.9% | +7.4% |
| All | +32.2% | -19.3% | +51.5% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling