+299.9%
AEM vs GAP
+3.0%
+296.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.8% |
| 7D | -5.0% | -6.3% | +1.3% | -4.8% |
| 30D | +8.5% | -0.2% | +8.7% | +8.4% |
| 3M | +29.3% | 0.0% | +29.3% | +29.1% |
| 6M | -12.9% | -8.1% | -4.8% | -12.8% |
| YTD | +16.8% | -16.5% | +33.2% | +17.2% |
| 1Y | +29.8% | -10.5% | +40.3% | +29.9% |
| 3Y | +336.7% | +104.0% | +232.8% | +316.9% |
| 5Y | +299.9% | +6.8% | +293.2% | +266.3% |
| All | +299.9% | +3.0% | +296.9% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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