-17.0%
AAOI vs GIS
-11.8%
-5.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.6% |
| 7D | -0.2% | -6.4% | +6.2% | -8.8% |
| 30D | -23.7% | -6.1% | -17.6% | -28.9% |
| 3M | -39.0% | +7.8% | -46.9% | -28.6% |
| 6M | -17.0% | -8.8% | -8.3% | -1.0% |
| All | -17.0% | -11.8% | -5.2% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling