+346.7%
AEM vs GME
+271.8%
+74.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -2.9% |
| 7D | -5.0% | +6.0% | -11.1% | -5.1% |
| 30D | +8.5% | +8.3% | +0.1% | +8.4% |
| 3M | +29.3% | -9.1% | +38.3% | +29.3% |
| 6M | -12.9% | -16.3% | +3.4% | -12.9% |
| YTD | +16.8% | +1.5% | +15.2% | +16.8% |
| 1Y | +29.8% | -16.3% | +46.2% | +29.9% |
| 3Y | +336.7% | +15.1% | +321.6% | +337.0% |
| 5Y | +299.9% | -57.2% | +357.1% | +299.6% |
| All | +346.7% | +271.8% | +74.9% | +430.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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