+502.4%
GFI vs AEIS
+232.6%
+269.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -2.2% |
| 7D | -4.9% | +2.3% | -7.1% | -5.3% |
| 30D | +10.7% | -14.8% | +25.5% | +13.9% |
| 3M | +25.6% | -15.6% | +41.2% | +27.6% |
| 6M | -8.3% | -8.7% | +0.4% | -8.4% |
| YTD | +6.3% | +37.3% | -31.0% | -0.9% |
| 1Y | +22.1% | +80.3% | -58.3% | +9.6% |
| 3Y | +289.2% | +177.9% | +111.2% | +219.5% |
| All | +502.4% | +232.6% | +269.8% | +380.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling