+343.5%
AEM vs GH
+378.9%
-35.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +12.5% | -2.6% | +15.1% | +12.8% |
| 3M | +26.9% | +25.1% | +1.8% | +23.5% |
| 6M | -9.4% | +78.5% | -87.9% | -15.5% |
| YTD | +20.3% | +59.4% | -39.1% | +13.2% |
| 1Y | +33.8% | +173.9% | -140.1% | +19.2% |
| All | +343.5% | +378.9% | -35.4% | +259.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling