+6.6%
AEM vs GPC
-0.7%
+7.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -6.8% | +0.4% | -7.3% | -6.9% |
| 30D | +0.8% | -6.3% | +7.1% | +2.3% |
| 3M | -0.8% | -8.2% | +7.3% | +0.9% |
| 6M | -8.5% | +27.1% | -35.6% | -14.6% |
| YTD | +5.9% | +3.1% | +2.8% | -0.7% |
| 1Y | +6.6% | +0.1% | +6.5% | +0.7% |
| All | +6.6% | -0.7% | +7.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling