+298.4%
AEM vs GFS
-2.1%
+300.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | +3.2% | -8.3% | -5.3% |
| 30D | +8.5% | -9.6% | +18.0% | +9.4% |
| 3M | +29.3% | -38.5% | +67.8% | +34.4% |
| 6M | -12.9% | -1.3% | -11.6% | -13.0% |
| YTD | +16.8% | +31.8% | -15.0% | +14.4% |
| 1Y | +29.8% | +44.6% | -14.7% | +26.5% |
| 3Y | +336.7% | -20.6% | +357.4% | +336.9% |
| All | +298.4% | -2.1% | +300.4% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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