+281.1%
AEM vs GTLB
-49.8%
+331.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.0% |
| 7D | -5.0% | -4.1% | -1.0% | -4.9% |
| 30D | +8.5% | +12.3% | -3.9% | +7.9% |
| 3M | +29.3% | +65.9% | -36.6% | +26.5% |
| 6M | -12.9% | +104.0% | -116.9% | -15.8% |
| YTD | +16.8% | +26.0% | -9.3% | +15.4% |
| 1Y | +29.8% | -3.5% | +33.3% | +29.7% |
| 3Y | +336.7% | -9.6% | +346.4% | +331.0% |
| All | +281.1% | -49.8% | +331.0% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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