+1,463.7%
GIS vs AEM
+3,487.5%
-2,023.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -8.3% | +4.3% | -12.6% | -8.3% |
| 30D | +2.2% | +13.1% | -11.0% | +2.0% |
| 3M | +15.7% | +24.8% | -9.1% | +15.3% |
| 6M | -12.0% | -8.2% | -3.7% | -11.9% |
| YTD | -15.0% | +19.8% | -34.8% | -15.3% |
| 1Y | -20.1% | +32.1% | -52.2% | -20.6% |
| 3Y | -34.6% | +348.2% | -382.8% | -36.2% |
| 5Y | -22.8% | +297.5% | -320.3% | -24.7% |
| 10Y | -18.5% | +343.3% | -361.8% | -20.8% |
| All | +1,463.7% | +3,487.5% | -2,023.8% | +1,515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling