+48.8%
AAOI vs GIS
-15.9%
+64.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | +1.7% | -22.6% | -18.8% |
| 7D | -40.8% | +9.4% | -50.2% | -32.8% |
| 30D | -64.0% | +15.5% | -79.4% | -55.5% |
| 3M | -63.5% | +3.4% | -66.9% | -59.7% |
| 6M | -74.0% | +9.4% | -83.4% | -67.8% |
| YTD | +34.5% | -16.2% | +50.7% | +41.1% |
| 1Y | +48.8% | -16.0% | +64.8% | +55.0% |
| All | +48.8% | -15.9% | +64.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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