+172.1%
GM vs AEM
+331.1%
-159.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.0% |
| 7D | -1.1% | -5.0% | +4.0% | -0.8% |
| 30D | -3.4% | +8.5% | -11.9% | -3.9% |
| 3M | +8.7% | +29.3% | -20.6% | +7.2% |
| 6M | +15.4% | -12.9% | +28.3% | +14.4% |
| YTD | +6.6% | +16.8% | -10.2% | +6.4% |
| 1Y | +51.5% | +29.8% | +21.7% | +50.4% |
| All | +172.1% | +331.1% | -159.0% | +126.4% |
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