+286.3%
AEHR vs GPC
+906.4%
-620.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | +6.4% | +0.4% | +5.9% | +6.2% |
| 30D | -20.3% | -6.3% | -14.0% | -18.3% |
| 3M | -53.8% | -8.2% | -45.6% | -52.4% |
| 6M | -44.8% | +27.1% | -71.9% | -52.7% |
| YTD | +182.2% | +3.1% | +179.1% | +165.2% |
| 1Y | +174.7% | +0.1% | +174.7% | +162.3% |
| 3Y | +143.5% | +0.2% | +143.3% | +129.5% |
| 5Y | +129.9% | +4.9% | +125.0% | +117.4% |
| 10Y | +1,786.8% | +75.2% | +1,711.6% | +1,296.5% |
| All | +286.3% | +906.4% | -620.1% | +50.6% |
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