+3,594.0%
AEM vs GPC
+2,341.8%
+1,252.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | +24.0% | +6.0% | +18.0% | +23.4% |
| 3M | +16.1% | +42.6% | -26.5% | +12.3% |
| 6M | -11.6% | +22.8% | -34.4% | -13.4% |
| YTD | +21.5% | +15.5% | +6.1% | +19.5% |
| 1Y | +39.2% | +2.0% | +37.1% | +38.2% |
| 3Y | +347.4% | -1.4% | +348.9% | +342.3% |
| 5Y | +290.1% | +30.6% | +259.5% | +276.3% |
| 10Y | +357.8% | +80.6% | +277.2% | +321.0% |
| All | +3,594.0% | +2,341.8% | +1,252.2% | +4,756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling