+7.5%
GD vs AAOX
-91.5%
+99.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +31.3% | -31.4% | +0.2% |
| 7D | +0.6% | -20.1% | +20.8% | +0.6% |
| 30D | +9.5% | -75.5% | +85.0% | +8.1% |
| 3M | -5.8% | -89.0% | +83.1% | -7.4% |
| 6M | +7.7% | -96.7% | +104.5% | +5.2% |
| All | +7.5% | -91.5% | +99.0% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling