+337.0%
AEM vs GD
+188.9%
+148.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -0.5% | -5.3% | +4.7% | +0.2% |
| 30D | +24.0% | -6.4% | +30.4% | +25.2% |
| 3M | +16.1% | +5.7% | +10.4% | +15.1% |
| 6M | -11.6% | -0.9% | -10.7% | -11.6% |
| YTD | +21.5% | +8.2% | +13.4% | +20.1% |
| 1Y | +39.2% | +13.4% | +25.8% | +36.6% |
| 3Y | +347.4% | +68.5% | +278.9% | +317.8% |
| 5Y | +290.1% | +97.2% | +193.0% | +261.6% |
| All | +337.0% | +188.9% | +148.1% | +262.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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