+3,356.5%
AEM vs GD
+19,982.5%
-16,625.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.4% |
| 7D | +15.8% | -5.0% | +20.8% | +16.5% |
| 30D | +6.2% | +8.9% | -2.7% | +5.1% |
| 3M | +14.3% | -8.0% | +22.4% | +15.3% |
| 6M | +1.4% | +2.9% | -1.5% | +0.9% |
| YTD | +13.7% | +7.1% | +6.7% | +12.6% |
| 1Y | +21.3% | +5.9% | +15.4% | +20.3% |
| 3Y | +309.9% | +53.9% | +256.0% | +288.9% |
| 5Y | +301.0% | +95.4% | +205.5% | +270.5% |
| 10Y | +344.0% | +193.5% | +150.5% | +287.0% |
| All | +3,356.5% | +19,982.5% | -16,625.9% | +3,521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling