-65.3%
AAOX vs GPC
+36.9%
-102.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.9% | +14.1% | +5.8% |
| 7D | +15.2% | +0.2% | +15.0% | +15.9% |
| 30D | -40.3% | -0.4% | -39.9% | -39.5% |
| 3M | -81.2% | +39.2% | -120.3% | -61.1% |
| All | -65.3% | +36.9% | -102.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling