+3,875.0%
AEHR vs GPC
+87.0%
+3,788.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +23.0% | -1.8% | +24.8% | +24.1% |
| 30D | -19.9% | +0.1% | -20.0% | -20.3% |
| 3M | +0.5% | +37.4% | -36.8% | -19.7% |
| 6M | +123.6% | +25.4% | +98.1% | +90.1% |
| YTD | +364.6% | +12.2% | +352.5% | +313.4% |
| 1Y | +255.3% | -0.3% | +255.7% | +239.0% |
| 3Y | +89.7% | -1.6% | +91.3% | +77.5% |
| 5Y | +827.9% | +31.0% | +796.9% | +680.2% |
| All | +3,875.0% | +87.0% | +3,788.0% | +2,661.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling