-94.4%
AAOX vs GPC
+28.3%
-122.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.3% | +6.6% | +12.9% |
| 7D | -35.9% | +0.8% | -36.7% | -35.9% |
| 30D | -81.6% | -1.1% | -80.5% | -81.6% |
| 3M | -90.3% | -6.6% | -83.7% | -91.0% |
| 6M | -95.7% | +22.2% | -117.9% | -92.5% |
| All | -94.4% | +28.3% | -122.7% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling