+3,912.3%
AEHR vs GPN
+28.5%
+3,883.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.8% | -4.3% | +14.1% | +12.0% |
| 30D | -26.7% | 0.0% | -26.7% | -27.4% |
| 3M | -8.1% | +35.8% | -43.9% | -24.5% |
| 6M | +123.1% | +22.0% | +101.1% | +93.3% |
| YTD | +369.0% | +15.2% | +353.8% | +312.1% |
| 1Y | +256.4% | +3.5% | +252.9% | +231.6% |
| 3Y | +96.4% | -26.9% | +123.3% | +114.6% |
| 5Y | +836.6% | -44.2% | +880.8% | +1,029.9% |
| All | +3,912.3% | +28.5% | +3,883.8% | +3,211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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