+170.5%
GD vs XME
+277.3%
-106.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | +0.6% | +1.5% | -0.9% | +0.1% |
| 30D | +9.5% | -7.3% | +16.7% | +11.8% |
| 3M | -5.8% | -17.4% | +11.6% | -0.5% |
| 6M | +7.7% | -21.8% | +29.6% | +15.0% |
| YTD | +11.1% | -6.0% | +17.0% | +10.2% |
| 1Y | +6.1% | +3.8% | +2.3% | +1.4% |
| 3Y | +59.8% | +100.0% | -40.2% | +16.7% |
| 5Y | +104.6% | +116.1% | -11.4% | +39.7% |
| 10Y | +170.5% | +280.6% | -110.1% | +30.0% |
| All | +170.5% | +277.3% | -106.8% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling