+5.5%
GD vs AMRZ
-12.3%
+17.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.9% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | +9.3% | +18.3% | -9.0% | +6.7% |
| 3M | -7.2% | -8.0% | +0.8% | -6.4% |
| 6M | +5.5% | -18.7% | +24.1% | +7.7% |
| YTD | +9.5% | -19.8% | +29.3% | +10.9% |
| All | +5.5% | -12.3% | +17.8% | +6.2% |
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