+96.4%
AEHR vs GPN
-27.6%
+124.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +9.8% | -4.6% | +14.4% | +11.8% |
| 30D | -26.7% | -0.3% | -26.5% | -27.2% |
| 3M | -8.1% | +35.4% | -43.5% | -23.7% |
| 6M | +123.1% | +21.7% | +101.4% | +94.7% |
| YTD | +369.0% | +14.9% | +354.1% | +317.7% |
| 1Y | +256.4% | +3.2% | +253.2% | +238.2% |
| 3Y | +96.4% | -27.1% | +123.5% | +120.7% |
| All | +96.4% | -27.6% | +124.0% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling