-18.0%
GIS vs AEM
+40.5%
-58.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.5% |
| 7D | -7.8% | -0.5% | -7.3% | -7.8% |
| 30D | +6.6% | +24.0% | -17.4% | +6.9% |
| 3M | +21.0% | +16.1% | +4.9% | +21.8% |
| 6M | -9.1% | -11.6% | +2.6% | -8.5% |
| YTD | -13.6% | +21.5% | -35.2% | -11.1% |
| 1Y | -18.0% | +39.2% | -57.2% | -16.2% |
| All | -18.0% | +40.5% | -58.5% | -16.2% |
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