-25.2%
GIS vs AEM
+294.2%
-319.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -3.0% |
| 7D | -8.4% | -5.0% | -3.4% | -8.3% |
| 30D | -5.2% | +8.5% | -13.6% | -5.5% |
| 3M | +8.2% | +29.3% | -21.1% | +7.2% |
| 6M | -12.0% | -12.9% | +0.9% | -11.5% |
| YTD | -18.9% | +16.8% | -35.6% | -19.4% |
| 1Y | -23.6% | +29.8% | -53.5% | -24.6% |
| 3Y | -37.6% | +336.7% | -374.3% | -43.2% |
| 5Y | -25.2% | +299.9% | -325.1% | -32.2% |
| All | -25.2% | +294.2% | -319.3% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling