+75.8%
GM vs AEM
+306.3%
-230.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +6.1% | +27.3% | -21.2% | +4.1% |
| 6M | +15.0% | -9.7% | +24.6% | +14.8% |
| YTD | +6.0% | +19.0% | -13.0% | +4.4% |
| 1Y | +47.1% | +31.5% | +15.6% | +43.5% |
| 3Y | +170.5% | +338.7% | -168.2% | +129.7% |
| All | +75.8% | +306.3% | -230.5% | +51.1% |
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