+188.7%
GD vs AEHR
+3,282.7%
-3,094.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +13.1% | -14.9% | -2.2% |
| 7D | -5.3% | +6.7% | -12.0% | -5.5% |
| 30D | -6.4% | -12.7% | +6.2% | -6.2% |
| 3M | +5.7% | -26.0% | +31.7% | +5.8% |
| 6M | -0.9% | +102.2% | -103.2% | -5.0% |
| YTD | +8.2% | +327.2% | -319.1% | +0.5% |
| 1Y | +13.4% | +228.1% | -214.7% | +6.0% |
| 3Y | +68.5% | +67.0% | +1.5% | +56.5% |
| 5Y | +97.2% | +928.1% | -831.0% | +65.6% |
| All | +188.7% | +3,282.7% | -3,094.1% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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