+297.5%
AEM vs GPC
+29.0%
+268.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +13.1% | -0.4% | +13.5% | +13.2% |
| 3M | +24.8% | +39.2% | -14.4% | +18.9% |
| 6M | -8.2% | +18.2% | -26.5% | -10.9% |
| YTD | +19.8% | +12.1% | +7.7% | +16.8% |
| 1Y | +32.1% | -0.7% | +32.7% | +30.4% |
| 3Y | +348.2% | -1.7% | +349.9% | +338.6% |
| 5Y | +297.5% | +29.3% | +268.2% | +278.5% |
| All | +297.5% | +29.0% | +268.4% | +278.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling