+348.2%
AEM vs GPC
-2.2%
+350.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +13.1% | -0.4% | +13.5% | +13.1% |
| 3M | +24.8% | +39.2% | -14.4% | +20.4% |
| 6M | -8.2% | +18.2% | -26.5% | -10.6% |
| YTD | +19.8% | +12.1% | +7.7% | +17.2% |
| 1Y | +32.1% | -0.7% | +32.7% | +30.0% |
| 3Y | +348.2% | -1.7% | +349.9% | +335.2% |
| All | +348.2% | -2.2% | +350.4% | +335.2% |
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