-30.1%
GFS vs AEHR
+126.8%
-157.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -1.1% |
| 7D | +7.4% | +6.4% | +1.0% | +5.6% |
| 30D | -15.3% | -20.3% | +5.0% | -11.6% |
| 3M | -21.1% | -53.8% | +32.7% | -7.5% |
| 6M | -44.5% | -44.8% | +0.3% | -39.8% |
| YTD | +19.2% | +182.2% | -163.0% | -14.5% |
| 1Y | +27.2% | +174.7% | -147.5% | -8.6% |
| 3Y | -20.1% | +143.5% | -163.6% | -50.5% |
| All | -30.1% | +126.8% | -157.0% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling