+355.1%
AEM vs GPN
+28.5%
+326.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.1% | -4.3% | +2.2% | -1.7% |
| 30D | +8.4% | 0.0% | +8.4% | +8.4% |
| 3M | +27.3% | +35.8% | -8.5% | +22.8% |
| 6M | -9.7% | +22.0% | -31.7% | -11.9% |
| YTD | +19.0% | +15.2% | +3.7% | +16.3% |
| 1Y | +31.5% | +3.5% | +28.0% | +29.8% |
| 3Y | +338.7% | -26.9% | +365.6% | +346.2% |
| 5Y | +307.4% | -44.2% | +351.6% | +320.6% |
| All | +355.1% | +28.5% | +326.5% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling