+70.2%
AEM vs GLXY
-38.8%
+109.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.5% |
| 7D | -6.8% | +5.3% | -12.1% | -7.4% |
| 30D | +0.8% | -19.8% | +20.6% | +2.3% |
| 3M | -0.8% | -31.4% | +30.5% | +2.4% |
| 6M | -8.5% | -53.3% | +44.8% | -2.8% |
| YTD | +5.9% | -35.7% | +41.6% | +8.2% |
| 1Y | +6.6% | -47.2% | +53.8% | +9.6% |
| All | +70.2% | -38.8% | +109.0% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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