+230.7%
GM vs AEM
+234.8%
-4.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.4% |
| 7D | -1.1% | +3.0% | -4.1% | -1.3% |
| 30D | -4.6% | +12.5% | -17.1% | -5.4% |
| 3M | +0.2% | +26.9% | -26.7% | -1.5% |
| 6M | +12.6% | -9.4% | +22.1% | +12.9% |
| YTD | +3.7% | +20.3% | -16.6% | +2.0% |
| 1Y | +45.6% | +33.8% | +11.9% | +42.0% |
| 3Y | +162.0% | +349.8% | -187.8% | +133.0% |
| 5Y | +80.5% | +301.0% | -220.5% | +60.2% |
| 10Y | +231.3% | +376.1% | -144.7% | +184.4% |
| All | +230.7% | +234.8% | -4.1% | +177.5% |
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