+343.5%
AEM vs GRMN
+179.1%
+164.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | +3.0% | -1.4% | +4.4% | +3.2% |
| 30D | +12.5% | -13.1% | +25.6% | +15.0% |
| 3M | +26.9% | +14.9% | +12.0% | +23.6% |
| 6M | -9.4% | +13.1% | -22.6% | -11.5% |
| YTD | +20.3% | +35.3% | -15.0% | +15.2% |
| 1Y | +33.8% | +16.0% | +17.8% | +29.5% |
| All | +343.5% | +179.1% | +164.5% | +264.7% |
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