+3,388.7%
GLW vs AEM
+3,469.0%
-80.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.8% | +4.4% | +9.0% |
| 7D | -5.9% | +17.8% | -23.7% | -6.6% |
| 30D | -26.0% | +6.2% | -32.2% | -26.2% |
| 3M | -29.9% | +12.5% | -42.4% | -30.3% |
| 6M | -37.8% | +4.4% | -42.2% | -38.0% |
| YTD | +33.1% | +19.2% | +13.9% | +32.1% |
| 1Y | +36.8% | +25.5% | +11.3% | +35.6% |
| 3Y | +356.1% | +346.4% | +9.6% | +332.6% |
| 5Y | +243.8% | +305.7% | -61.9% | +225.7% |
| 10Y | +542.4% | +375.9% | +166.5% | +500.5% |
| All | +3,388.7% | +3,469.0% | -80.3% | +3,471.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling