+3,448.7%
AEM vs GFI
+660.1%
+2,788.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.3% |
| 7D | -5.0% | -5.1% | +0.1% | -2.3% |
| 30D | +8.5% | +13.4% | -5.0% | +1.5% |
| 3M | +29.3% | +36.2% | -7.0% | +8.9% |
| 6M | -12.9% | -9.8% | -3.1% | -8.5% |
| YTD | +16.8% | +7.7% | +9.1% | +10.8% |
| 1Y | +29.8% | +27.2% | +2.6% | +11.6% |
| 3Y | +336.7% | +300.3% | +36.4% | +87.8% |
| 5Y | +299.9% | +539.8% | -239.8% | +22.0% |
| 10Y | +362.2% | +1,058.5% | -696.3% | -23.5% |
| All | +3,448.7% | +660.1% | +2,788.6% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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