+754.6%
GFI vs AEIS
+2,610.7%
-1,856.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +4.7% | +6.5% | -1.8% | +4.2% |
| 30D | +14.4% | -9.2% | +23.6% | +15.1% |
| 3M | +32.5% | -8.3% | +40.9% | +32.7% |
| 6M | -7.2% | -6.3% | -0.8% | -7.2% |
| YTD | +10.9% | +36.5% | -25.6% | +8.0% |
| 1Y | +35.5% | +84.8% | -49.3% | +29.5% |
| 3Y | +312.1% | +176.6% | +135.5% | +280.6% |
| 5Y | +524.6% | +237.1% | +287.5% | +465.9% |
| 10Y | +1,092.7% | +554.7% | +538.1% | +915.1% |
| All | +754.6% | +2,610.7% | -1,856.1% | +524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling