+8.2%
GD vs XME
+5.2%
+2.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | +3.0% | -5.5% | +8.4% | +3.6% |
| 30D | +10.5% | -11.1% | +21.6% | +11.9% |
| 3M | -5.0% | -11.1% | +6.2% | -4.1% |
| 6M | +5.5% | -18.0% | +23.5% | +7.1% |
| YTD | +10.3% | -7.4% | +17.7% | +6.6% |
| 1Y | +8.2% | +6.7% | +1.5% | +1.0% |
| All | +8.2% | +5.2% | +2.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling