+3.7%
GD vs AAOX
-93.0%
+96.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.6% | -13.2% | -0.5% |
| 7D | -5.0% | -52.9% | +47.9% | -5.6% |
| 30D | +8.9% | -86.9% | +95.8% | +6.9% |
| 3M | -8.0% | -89.6% | +81.6% | -9.6% |
| 6M | +2.9% | -97.3% | +100.2% | +0.3% |
| All | +3.7% | -93.0% | +96.7% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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