+352.5%
AAOI vs GFI
+45.3%
+307.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.9% |
| 7D | -0.7% | +3.1% | -3.8% | -2.4% |
| 30D | -17.9% | +27.1% | -45.0% | -27.4% |
| 3M | -48.0% | +21.2% | -69.2% | -53.4% |
| 6M | +5.8% | -4.5% | +10.3% | +6.6% |
| YTD | +202.7% | +11.7% | +191.0% | +182.1% |
| 1Y | +352.5% | +46.0% | +306.5% | +258.5% |
| All | +352.5% | +45.3% | +307.3% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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