+6.3%
GD vs AAOX
-92.4%
+98.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.0% | +9.9% | -1.2% |
| 7D | +1.9% | +22.0% | -20.1% | +2.1% |
| 30D | +9.2% | -76.8% | +86.0% | +7.8% |
| 3M | -7.5% | -90.7% | +83.3% | -9.1% |
| 6M | +5.8% | -97.2% | +103.0% | +3.2% |
| All | +6.3% | -92.4% | +98.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling