+957.8%
AAOI vs GFI
+1,151.8%
-193.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | -0.2% | -4.9% | +4.7% | +0.3% |
| 30D | -23.7% | +10.7% | -34.4% | -24.4% |
| 3M | -39.0% | +25.6% | -64.6% | -40.2% |
| 6M | -17.0% | -8.3% | -8.8% | -16.8% |
| YTD | +202.2% | +6.3% | +195.9% | +201.1% |
| 1Y | +292.4% | +22.1% | +270.3% | +288.2% |
| 3Y | +804.4% | +289.2% | +515.2% | +736.7% |
| 5Y | +1,318.0% | +531.7% | +786.4% | +1,172.4% |
| 10Y | +436.7% | +1,043.8% | -607.1% | +381.0% |
| All | +957.8% | +1,151.8% | -193.9% | +801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling