+301.0%
AEM vs GD
+94.5%
+206.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.5% |
| 7D | +15.8% | -5.0% | +20.8% | +17.2% |
| 30D | +6.2% | +8.9% | -2.7% | +3.3% |
| 3M | +14.3% | -8.0% | +22.4% | +16.6% |
| 6M | +1.4% | +2.9% | -1.5% | -0.1% |
| YTD | +13.7% | +7.1% | +6.7% | +10.7% |
| 1Y | +21.3% | +5.9% | +15.4% | +18.4% |
| 3Y | +309.9% | +53.9% | +256.0% | +252.1% |
| All | +301.0% | +94.5% | +206.4% | +236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling