+2,766.8%
AEIS vs GPC
+1,326.4%
+1,440.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.6% |
| 7D | +3.0% | +1.2% | +1.8% | +2.0% |
| 30D | -14.6% | +6.0% | -20.6% | -18.6% |
| 3M | -12.4% | +42.6% | -55.1% | -36.4% |
| 6M | -15.0% | +22.8% | -37.7% | -31.0% |
| YTD | +34.3% | +15.5% | +18.8% | +11.9% |
| 1Y | +87.4% | +2.0% | +85.3% | +71.3% |
| 3Y | +139.8% | -1.4% | +141.2% | +110.1% |
| 5Y | +220.7% | +30.6% | +190.1% | +117.5% |
| 10Y | +531.6% | +80.6% | +451.0% | +197.9% |
| All | +2,766.8% | +1,326.4% | +1,440.4% | +123.9% |
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