+32.3%
GD vs AMRZ
-19.2%
+51.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.7% | -2.1% | +4.7% | +3.0% |
| 30D | +8.6% | +13.0% | -4.4% | +6.7% |
| 3M | -7.1% | -12.1% | +5.0% | -5.6% |
| 6M | +7.5% | -19.1% | +26.6% | +10.0% |
| YTD | +9.9% | -23.3% | +33.2% | +12.8% |
| 1Y | +7.6% | -16.6% | +24.1% | +9.1% |
| All | +32.3% | -19.2% | +51.5% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling