+1,314.2%
AAOI vs GIS
-25.1%
+1,339.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.7% |
| 7D | -0.2% | -6.4% | +6.2% | -5.6% |
| 30D | -23.7% | -6.1% | -17.6% | -26.9% |
| 3M | -39.0% | +7.8% | -46.9% | -33.0% |
| 6M | -17.0% | -8.8% | -8.3% | -17.9% |
| YTD | +202.2% | -19.1% | +221.4% | +177.7% |
| 1Y | +292.4% | -24.8% | +317.2% | +248.4% |
| 3Y | +804.4% | -37.6% | +841.9% | +649.8% |
| All | +1,314.2% | -25.1% | +1,339.3% | +1,135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling