+296.7%
AEM vs GTLB
-47.1%
+343.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.2% |
| 7D | -0.5% | +11.1% | -11.6% | -1.0% |
| 30D | +24.0% | +37.8% | -13.8% | +22.3% |
| 3M | +16.1% | +61.6% | -45.5% | +13.7% |
| 6M | -11.6% | +98.9% | -110.5% | -14.4% |
| YTD | +21.5% | +32.8% | -11.2% | +19.8% |
| 1Y | +39.2% | +14.7% | +24.5% | +38.0% |
| 3Y | +347.4% | +1.3% | +346.1% | +339.3% |
| All | +296.7% | -47.1% | +343.9% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling