+330.6%
AEM vs GFS
-21.4%
+352.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | +3.2% | -8.3% | -5.4% |
| 30D | +8.5% | -9.6% | +18.0% | +9.6% |
| 3M | +29.3% | -38.5% | +67.8% | +35.4% |
| 6M | -12.9% | -1.3% | -11.6% | -12.8% |
| YTD | +16.8% | +31.8% | -15.0% | +14.8% |
| 1Y | +29.8% | +44.6% | -14.7% | +27.1% |
| All | +330.6% | -21.4% | +352.1% | +317.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling