-12.1%
GFS vs AEHR
+193.7%
-205.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -5.3% | -8.5% | +3.2% | -3.4% |
| 30D | -15.8% | -29.6% | +13.8% | -9.6% |
| 3M | -18.6% | -43.9% | +25.3% | -8.9% |
| 6M | -45.0% | -38.7% | -6.2% | -41.8% |
| YTD | +16.8% | +195.0% | -178.3% | -17.4% |
| 1Y | +17.8% | +142.3% | -124.5% | -13.5% |
| 3Y | -21.5% | +143.1% | -164.7% | -51.6% |
| 5Y | -29.3% | +162.7% | -192.0% | -67.1% |
| All | -12.1% | +193.7% | -205.8% | -59.3% |
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