+159.7%
GILD vs AEM
+378.0%
-218.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -0.8% |
| 7D | -4.8% | -2.1% | -2.7% | -4.7% |
| 30D | +5.8% | +8.4% | -2.7% | +5.3% |
| 3M | +14.9% | +27.3% | -12.4% | +13.6% |
| 6M | -0.4% | -9.7% | +9.3% | -0.1% |
| YTD | +18.5% | +19.0% | -0.4% | +17.3% |
| 1Y | +25.1% | +31.5% | -6.4% | +23.1% |
| 3Y | +105.9% | +338.7% | -232.8% | +89.8% |
| 5Y | +143.0% | +307.4% | -164.4% | +123.0% |
| All | +159.7% | +378.0% | -218.3% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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