+427.4%
AEM vs GPC
+78.6%
+348.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -1.2% | -4.5% | +3.3% | -0.5% |
| 3M | +2.5% | -7.7% | +10.2% | +3.7% |
| 6M | -5.1% | +24.3% | -29.4% | -8.3% |
| YTD | +10.4% | +3.5% | +6.9% | +9.0% |
| 1Y | +11.8% | +0.7% | +11.0% | +10.8% |
| 3Y | +315.6% | 0.0% | +315.7% | +306.8% |
| 5Y | +266.3% | +5.8% | +260.4% | +254.1% |
| 10Y | +427.4% | +75.8% | +351.6% | +344.8% |
| All | +427.4% | +78.6% | +348.8% | +344.8% |
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