+245.8%
AEM vs GTLB
-49.4%
+295.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -6.8% | -0.7% | -6.1% | -6.8% |
| 30D | +0.8% | -10.2% | +11.0% | +1.3% |
| 3M | -0.8% | +10.1% | -10.9% | -1.3% |
| 6M | -8.5% | +116.5% | -125.0% | -11.6% |
| YTD | +5.9% | +27.2% | -21.2% | +4.6% |
| 1Y | +6.6% | +8.6% | -1.9% | +6.0% |
| 3Y | +302.2% | +5.6% | +296.6% | +294.2% |
| 5Y | +250.8% | -61.8% | +312.6% | +243.7% |
| All | +245.8% | -49.4% | +295.2% | +240.2% |
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 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