+2.7%
GIS vs AAOX
-89.3%
+92.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.0% | +20.1% | +4.5% |
| 7D | +8.5% | -50.3% | +58.7% | +5.6% |
| 30D | +15.3% | -79.8% | +95.2% | +9.7% |
| 3M | +0.9% | -85.9% | +86.8% | -4.1% |
| 6M | +7.9% | -95.7% | +103.6% | +3.1% |
| All | +2.7% | -89.3% | +92.0% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling