+302.2%
AEM vs GRMN
+155.8%
+146.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -6.8% | -0.9% | -6.0% | -6.7% |
| 30D | +0.8% | +1.2% | -0.4% | +0.6% |
| 3M | -0.8% | -8.9% | +8.1% | +0.5% |
| 6M | -8.5% | +23.0% | -31.5% | -12.0% |
| YTD | +5.9% | +41.2% | -35.3% | +0.6% |
| 1Y | +6.6% | +47.5% | -40.9% | +0.9% |
| 3Y | +302.2% | +155.8% | +146.4% | +208.3% |
| All | +302.2% | +155.8% | +146.4% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling