+355.1%
AEM vs GPC
+86.4%
+268.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | +8.4% | +0.5% | +7.9% | +8.4% |
| 3M | +27.3% | +31.7% | -4.5% | +22.2% |
| 6M | -9.7% | +24.7% | -34.4% | -12.7% |
| YTD | +19.0% | +11.8% | +7.2% | +16.3% |
| 1Y | +31.5% | -3.0% | +34.4% | +30.8% |
| 3Y | +338.7% | -1.1% | +339.8% | +330.0% |
| 5Y | +307.4% | +30.5% | +276.9% | +282.9% |
| All | +355.1% | +86.4% | +268.7% | +308.4% |
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