+305.8%
AEM vs GFS
0.0%
+305.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.7% |
| 7D | -2.1% | +3.8% | -6.0% | -2.5% |
| 30D | +8.4% | -11.7% | +20.2% | +9.6% |
| 3M | +27.3% | -41.8% | +69.1% | +33.0% |
| 6M | -9.7% | +6.6% | -16.3% | -10.2% |
| YTD | +19.0% | +34.6% | -15.7% | +16.4% |
| 1Y | +31.5% | +46.2% | -14.7% | +27.9% |
| 3Y | +338.7% | -20.3% | +359.0% | +338.5% |
| All | +305.8% | 0.0% | +305.8% | +316.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling