+74.4%
AEHR vs GPC
+0.7%
+73.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.1% | +12.0% | +12.6% |
| 7D | +6.7% | +1.2% | +5.5% | +6.3% |
| 30D | -12.7% | +6.0% | -18.6% | -15.1% |
| 3M | -26.0% | +42.6% | -68.6% | -41.9% |
| 6M | +102.2% | +22.8% | +79.4% | +74.9% |
| YTD | +327.2% | +15.5% | +311.8% | +274.8% |
| 1Y | +228.1% | +2.0% | +226.1% | +212.3% |
| All | +74.4% | +0.7% | +73.7% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling