+343.3%
AEM vs GNRC
+2,020.8%
-1,677.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.6% |
| 7D | -5.0% | -0.7% | -4.3% | -5.0% |
| 30D | +8.5% | -15.8% | +24.3% | +10.4% |
| 3M | +29.3% | -24.0% | +53.3% | +32.7% |
| 6M | -12.9% | -13.8% | +0.9% | -11.9% |
| YTD | +16.8% | +33.2% | -16.5% | +13.0% |
| 1Y | +29.8% | -1.8% | +31.6% | +29.0% |
| 3Y | +336.7% | +57.7% | +279.0% | +308.3% |
| 5Y | +299.9% | -59.7% | +359.7% | +307.8% |
| 10Y | +362.2% | +430.7% | -68.5% | +263.5% |
| All | +343.3% | +2,020.8% | -1,677.5% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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