+188.7%
GD vs AEIS
+528.7%
-340.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.2% |
| 7D | -5.3% | +3.0% | -8.2% | -5.7% |
| 30D | -6.4% | -14.6% | +8.2% | -4.2% |
| 3M | +5.7% | -12.4% | +18.1% | +6.1% |
| 6M | -0.9% | -15.0% | +14.0% | -1.1% |
| YTD | +8.2% | +34.3% | -26.1% | -1.8% |
| 1Y | +13.4% | +87.4% | -73.9% | -4.3% |
| 3Y | +68.5% | +139.8% | -71.3% | +30.5% |
| 5Y | +97.2% | +220.7% | -123.6% | +38.6% |
| All | +188.7% | +528.7% | -340.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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