+356.1%
GLW vs AEM
+348.5%
+7.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.8% | +4.4% | +7.8% |
| 7D | -5.9% | +17.8% | -23.7% | -10.7% |
| 30D | -26.0% | +6.2% | -32.2% | -27.5% |
| 3M | -29.9% | +12.5% | -42.4% | -32.9% |
| 6M | -37.8% | +4.4% | -42.2% | -39.5% |
| YTD | +33.1% | +19.2% | +13.9% | +27.2% |
| 1Y | +36.8% | +25.5% | +11.3% | +29.9% |
| 3Y | +356.1% | +346.4% | +9.6% | +262.0% |
| All | +356.1% | +348.5% | +7.6% | +262.0% |
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 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