-17.4%
GIS vs AEM
+17.3%
-34.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.7% | -4.5% | +5.2% |
| 7D | +8.5% | +0.2% | +8.3% | +8.3% |
| 30D | +15.3% | +0.1% | +15.2% | +15.0% |
| 3M | +0.9% | +22.1% | -21.1% | +1.0% |
| 6M | +7.9% | +2.4% | +5.5% | +8.3% |
| YTD | -17.6% | +8.9% | -26.5% | -15.0% |
| 1Y | -17.4% | +18.7% | -36.1% | -13.8% |
| All | -17.4% | +17.3% | -34.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling