+304.9%
AEM vs GH
+20.8%
+284.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -2.1% | -2.5% | +0.4% | -1.9% |
| 30D | +8.4% | -4.7% | +13.1% | +8.9% |
| 3M | +27.3% | +20.2% | +7.1% | +24.8% |
| 6M | -9.7% | +78.8% | -88.4% | -14.9% |
| YTD | +19.0% | +54.1% | -35.1% | +13.3% |
| 1Y | +31.5% | +177.1% | -145.6% | +18.8% |
| 3Y | +338.7% | +371.6% | -32.9% | +268.1% |
| All | +304.9% | +20.8% | +284.1% | +258.6% |
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