-68.8%
AAOX vs GFI
+19.5%
-88.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.6% | +12.1% | +11.9% |
| 7D | -2.5% | +3.1% | -5.7% | -5.9% |
| 30D | -41.1% | +27.1% | -68.2% | -52.9% |
| 3M | -84.7% | +21.2% | -105.8% | -87.1% |
| All | -68.8% | +19.5% | -88.2% | -70.1% |
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 · Available span rolling