-92.1%
AAOX vs GFI
-5.3%
-86.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +6.3% | -21.3% | -20.6% |
| 7D | -50.3% | +1.4% | -51.7% | -51.2% |
| 30D | -79.8% | +3.0% | -82.8% | -80.3% |
| 3M | -85.9% | +10.2% | -96.1% | -87.2% |
| 6M | -95.7% | -10.1% | -85.6% | -95.0% |
| All | -92.1% | -5.3% | -86.8% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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