+917.8%
AEHR vs GPC
+29.0%
+888.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +7.2% |
| 7D | +18.5% | +0.2% | +18.3% | +18.3% |
| 30D | -11.9% | -0.4% | -11.5% | -12.2% |
| 3M | -5.0% | +39.2% | -44.2% | -31.2% |
| 6M | +155.0% | +18.2% | +136.7% | +112.6% |
| YTD | +349.7% | +12.1% | +337.6% | +279.6% |
| 1Y | +260.4% | -0.7% | +261.1% | +238.3% |
| 3Y | +83.6% | -1.7% | +85.3% | +62.8% |
| 5Y | +917.8% | +29.3% | +888.5% | +560.0% |
| All | +917.8% | +29.0% | +888.8% | +560.0% |
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 · 6 months rolling