+463.3%
GLW vs AEM
+349.6%
+113.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +8.0% |
| 7D | +14.0% | +4.3% | +9.7% | +12.5% |
| 30D | +0.4% | +13.1% | -12.8% | -3.9% |
| 3M | -11.3% | +24.8% | -36.1% | -18.1% |
| 6M | +35.1% | -8.2% | +43.3% | +34.8% |
| YTD | +90.5% | +19.8% | +70.7% | +82.2% |
| 1Y | +132.0% | +32.1% | +100.0% | +118.8% |
| 3Y | +463.3% | +348.2% | +115.1% | +341.6% |
| All | +463.3% | +349.6% | +113.7% | +341.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling