+249.0%
AEM vs GH
+45.9%
+203.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.2% |
| 7D | -6.8% | +0.6% | -7.4% | -6.9% |
| 30D | +0.8% | -6.9% | +7.7% | +1.4% |
| 3M | -0.8% | -4.9% | +4.1% | -0.7% |
| 6M | -8.5% | +54.1% | -62.6% | -12.8% |
| YTD | +5.9% | +48.5% | -42.6% | +0.9% |
| 1Y | +6.6% | +61.2% | -54.6% | +0.8% |
| 3Y | +302.2% | +570.3% | -268.2% | +226.9% |
| All | +249.0% | +45.9% | +203.0% | +206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling