+416.0%
AAOI vs GPN
+28.5%
+387.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -4.3% | +4.2% | +1.9% |
| 30D | -23.7% | 0.0% | -23.7% | -24.4% |
| 3M | -39.0% | +35.8% | -74.8% | -50.1% |
| 6M | -17.0% | +22.0% | -39.0% | -28.8% |
| YTD | +202.2% | +15.2% | +187.0% | +158.2% |
| 1Y | +292.4% | +3.5% | +288.9% | +258.7% |
| 3Y | +804.4% | -26.9% | +831.3% | +909.8% |
| 5Y | +1,318.0% | -44.2% | +1,362.2% | +1,653.6% |
| All | +416.0% | +28.5% | +387.4% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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