+559.6%
AEM vs GH
+473.1%
+86.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.7% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | +8.5% | -3.7% | +12.1% | +8.7% |
| 3M | +29.3% | +21.7% | +7.6% | +27.1% |
| 6M | -12.9% | +75.7% | -88.7% | -16.9% |
| YTD | +16.8% | +55.7% | -38.9% | +12.2% |
| 1Y | +29.8% | +181.1% | -151.3% | +19.5% |
| 3Y | +336.7% | +371.6% | -34.9% | +279.1% |
| 5Y | +299.9% | +23.2% | +276.7% | +262.3% |
| All | +559.6% | +473.1% | +86.5% | +501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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