+554.2%
GLW vs AEM
+412.4%
+141.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.2% |
| 7D | +15.5% | -5.6% | +21.2% | +16.5% |
| 30D | -19.6% | -3.9% | -15.7% | -19.2% |
| 3M | -28.5% | -3.4% | -25.1% | -28.4% |
| 6M | -39.5% | -9.0% | -30.5% | -39.2% |
| YTD | +37.2% | +5.9% | +31.3% | +36.5% |
| 1Y | +35.4% | +4.0% | +31.5% | +34.9% |
| 3Y | +359.7% | +298.8% | +60.9% | +317.1% |
| 5Y | +244.0% | +250.7% | -6.7% | +211.2% |
| All | +554.2% | +412.4% | +141.8% | +478.9% |
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