+33.8%
AEM vs GPC
+0.6%
+33.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | +12.5% | +1.3% | +11.2% | +12.2% |
| 3M | +26.9% | +37.1% | -10.2% | +18.2% |
| 6M | -9.4% | +23.2% | -32.6% | -15.0% |
| YTD | +20.3% | +13.1% | +7.2% | +13.7% |
| 1Y | +33.8% | +0.9% | +32.9% | +27.1% |
| All | +33.8% | +0.6% | +33.2% | +27.1% |
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