+346.4%
AEM vs GPC
+2.3%
+344.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.5% |
| 7D | +17.8% | +0.8% | +17.0% | +17.7% |
| 30D | +6.2% | -1.1% | +7.3% | +6.3% |
| 3M | +12.5% | -6.6% | +19.2% | +13.3% |
| 6M | +4.4% | +22.2% | -17.8% | +1.8% |
| YTD | +19.2% | +5.1% | +14.2% | +17.2% |
| 1Y | +25.5% | +2.8% | +22.7% | +23.6% |
| 3Y | +346.4% | +2.4% | +344.1% | +320.7% |
| All | +346.4% | +2.3% | +344.1% | +320.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling