-15.9%
GFS vs AAOX
-93.0%
+77.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.6% | -6.4% | +4.6% |
| 7D | -7.8% | -52.9% | +45.1% | -0.3% |
| 30D | -19.7% | -86.9% | +67.3% | -1.4% |
| 3M | -23.1% | -89.6% | +66.5% | -5.8% |
| 6M | -46.4% | -97.3% | +50.9% | -30.5% |
| All | -15.9% | -93.0% | +77.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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