+346.7%
AEM vs GRMN
+646.1%
-299.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | +8.5% | -12.1% | +20.5% | +11.0% |
| 3M | +29.3% | +18.0% | +11.3% | +25.0% |
| 6M | -12.9% | +13.7% | -26.6% | -15.2% |
| YTD | +16.8% | +35.3% | -18.5% | +10.6% |
| 1Y | +29.8% | +17.2% | +12.6% | +25.4% |
| 3Y | +336.7% | +179.6% | +157.1% | +252.5% |
| 5Y | +299.9% | +75.6% | +224.4% | +238.7% |
| All | +346.7% | +646.1% | -299.4% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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