+394.5%
GLW vs AEM
+296.4%
+98.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +16.9% | +3.0% | +13.9% | +16.1% |
| 30D | +7.0% | +12.5% | -5.5% | +3.8% |
| 3M | -3.0% | +26.9% | -29.9% | -8.7% |
| 6M | +31.0% | -9.4% | +40.4% | +31.3% |
| YTD | +93.4% | +20.3% | +73.1% | +86.7% |
| 1Y | +134.7% | +33.8% | +101.0% | +123.6% |
| 3Y | +471.8% | +349.8% | +122.0% | +372.7% |
| 5Y | +394.5% | +301.0% | +93.4% | +305.2% |
| All | +394.5% | +296.4% | +98.1% | +305.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling