+3,555.0%
AEM vs GWW
+13,989.5%
-10,434.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +12.5% | -1.4% | +13.9% | +12.6% |
| 3M | +26.9% | -3.6% | +30.6% | +27.2% |
| 6M | -9.4% | +15.1% | -24.6% | -10.9% |
| YTD | +20.3% | +27.5% | -7.2% | +17.1% |
| 1Y | +33.8% | +29.6% | +4.2% | +30.0% |
| 3Y | +349.8% | +90.1% | +259.7% | +316.8% |
| 5Y | +301.0% | +222.6% | +78.4% | +248.4% |
| 10Y | +376.1% | +566.5% | -190.4% | +271.7% |
| All | +3,555.0% | +13,989.5% | -10,434.5% | +3,784.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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