+177.4%
GD vs AEIS
+358.4%
-181.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.3% | -9.1% | +0.5% |
| 7D | -3.0% | +1.0% | -4.0% | -3.5% |
| 30D | +9.3% | -24.0% | +33.3% | +13.3% |
| 3M | -7.2% | -32.5% | +25.3% | -2.5% |
| 6M | +5.5% | -38.6% | +44.0% | +10.9% |
| YTD | +9.5% | +4.8% | +4.7% | +2.4% |
| 1Y | +6.4% | +1.3% | +5.1% | 0.0% |
| 3Y | +59.8% | +159.2% | -99.4% | +19.0% |
| 5Y | +98.0% | +140.8% | -42.8% | +45.0% |
| 10Y | +177.4% | +349.8% | -172.4% | +62.3% |
| All | +177.4% | +358.4% | -181.1% | +62.3% |
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