+416.0%
AAOI vs GPC
+86.4%
+329.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -0.2% | -3.2% | +3.0% | +0.9% |
| 30D | -23.7% | +0.5% | -24.2% | -24.1% |
| 3M | -39.0% | +31.7% | -70.8% | -46.7% |
| 6M | -17.0% | +24.7% | -41.8% | -26.0% |
| YTD | +202.2% | +11.8% | +190.5% | +178.4% |
| 1Y | +292.4% | -3.0% | +295.4% | +285.0% |
| 3Y | +804.4% | -1.1% | +805.5% | +749.1% |
| 5Y | +1,318.0% | +30.5% | +1,287.5% | +1,085.5% |
| All | +416.0% | +86.4% | +329.6% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling