+2,064.7%
AEM vs GME
+1,066.0%
+998.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.3% |
| 30D | +13.1% | -1.4% | +14.5% | +13.2% |
| 3M | +24.8% | -15.1% | +39.9% | +25.2% |
| 6M | -8.2% | -22.5% | +14.2% | -7.7% |
| YTD | +19.8% | -5.9% | +25.8% | +19.9% |
| 1Y | +32.1% | -18.6% | +50.7% | +32.6% |
| 3Y | +348.2% | +6.7% | +341.5% | +335.0% |
| 5Y | +297.5% | -62.0% | +359.5% | +288.7% |
| 10Y | +343.3% | +239.5% | +103.8% | +234.9% |
| All | +2,064.7% | +1,066.0% | +998.7% | +1,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling