+31.5%
AEM vs GTLB
-4.2%
+35.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.9% |
| 7D | -2.1% | -5.7% | +3.6% | -2.0% |
| 30D | +8.4% | +15.1% | -6.7% | +8.3% |
| 3M | +27.3% | +65.5% | -38.2% | +27.2% |
| 6M | -9.7% | +102.9% | -112.5% | -9.3% |
| YTD | +19.0% | +25.2% | -6.3% | +25.0% |
| 1Y | +31.5% | -5.5% | +37.0% | +43.9% |
| All | +31.5% | -4.2% | +35.7% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling