-2.7%
GFS vs AEHR
+347.7%
-350.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.5% | -1.5% |
| 7D | +2.6% | +18.5% | -15.9% | -1.9% |
| 30D | -16.4% | -11.9% | -4.5% | -14.8% |
| 3M | -41.6% | -5.0% | -36.6% | -43.2% |
| 6M | -3.7% | +155.0% | -158.6% | -27.4% |
| YTD | +29.3% | +349.7% | -320.4% | -16.1% |
| 1Y | +37.1% | +260.4% | -223.3% | -8.9% |
| 3Y | -22.1% | +83.6% | -105.7% | -48.6% |
| All | -2.7% | +347.7% | -350.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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