+100.3%
GD vs XME
+111.3%
-11.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | +1.9% | +5.3% | -3.5% | +0.6% |
| 30D | +9.2% | -8.2% | +17.4% | +11.2% |
| 3M | -7.5% | -18.4% | +10.9% | -3.4% |
| 6M | +5.8% | -22.8% | +28.6% | +11.4% |
| YTD | +9.8% | -7.9% | +17.7% | +9.4% |
| 1Y | +5.8% | -0.9% | +6.6% | +3.2% |
| 3Y | +58.0% | +96.0% | -37.9% | +22.9% |
| All | +100.3% | +111.3% | -11.0% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling