+833.1%
GLW vs AEM
+369.2%
+463.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | +11.7% | -5.0% | +16.8% | +12.4% |
| 30D | +2.7% | +8.5% | -5.8% | +1.4% |
| 3M | -2.8% | +29.3% | -32.1% | -6.3% |
| 6M | +20.2% | -12.9% | +33.1% | +21.0% |
| YTD | +87.3% | +16.8% | +70.5% | +84.2% |
| 1Y | +119.6% | +29.8% | +89.8% | +114.3% |
| 3Y | +453.7% | +336.7% | +116.9% | +399.2% |
| 5Y | +376.1% | +299.9% | +76.1% | +327.4% |
| All | +833.1% | +369.2% | +463.9% | +732.8% |
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 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