+6.0%
GD vs AAOX
-92.4%
+98.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.9% | -6.7% | +2.3% |
| 7D | -3.0% | -35.9% | +32.8% | -3.4% |
| 30D | +9.3% | -81.6% | +90.9% | +7.6% |
| 3M | -7.2% | -90.3% | +83.1% | -8.9% |
| 6M | +5.5% | -95.7% | +101.1% | +2.4% |
| All | +6.0% | -92.4% | +98.4% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling