+104.7%
GD vs XME
+119.2%
-14.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.0% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +10.9% | -9.2% | +20.1% | +13.2% |
| 3M | -6.8% | -17.8% | +11.0% | -2.8% |
| 6M | +7.0% | -20.0% | +27.0% | +11.7% |
| YTD | +11.1% | -6.6% | +17.7% | +10.4% |
| 1Y | +7.0% | +1.8% | +5.3% | +3.7% |
| 3Y | +59.9% | +98.7% | -38.8% | +24.0% |
| All | +104.7% | +119.2% | -14.4% | +53.4% |
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