+231.1%
GM vs AEM
+378.0%
-146.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -2.4% | -2.1% | -0.3% | -2.3% |
| 30D | -1.1% | +8.4% | -9.5% | -1.7% |
| 3M | +6.1% | +27.3% | -21.2% | +4.4% |
| 6M | +15.0% | -9.7% | +24.6% | +15.1% |
| YTD | +6.0% | +19.0% | -13.0% | +4.5% |
| 1Y | +47.1% | +31.5% | +15.6% | +43.8% |
| 3Y | +170.5% | +338.7% | -168.2% | +140.9% |
| 5Y | +80.5% | +307.4% | -226.9% | +59.6% |
| All | +231.1% | +378.0% | -146.9% | +183.2% |
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 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