+408.7%
AEM vs GPC
+74.9%
+333.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -6.8% | +0.4% | -7.3% | -6.9% |
| 30D | +0.8% | -6.3% | +7.1% | +1.8% |
| 3M | -0.8% | -8.2% | +7.3% | +0.4% |
| 6M | -8.5% | +27.1% | -35.6% | -11.9% |
| YTD | +5.9% | +3.1% | +2.8% | +4.7% |
| 1Y | +6.6% | +0.1% | +6.5% | +5.7% |
| 3Y | +302.2% | +0.2% | +302.0% | +293.4% |
| 5Y | +250.8% | +4.9% | +245.9% | +239.6% |
| All | +408.7% | +74.9% | +333.8% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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