+93.8%
GD vs XME
+110.8%
-17.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.4% |
| 7D | -5.0% | -4.5% | -0.5% | -4.0% |
| 30D | +8.9% | -10.9% | +19.8% | +11.7% |
| 3M | -8.0% | -15.3% | +7.2% | -4.9% |
| 6M | +2.9% | -24.6% | +27.5% | +9.0% |
| YTD | +7.1% | -9.6% | +16.7% | +7.2% |
| 1Y | +5.9% | +2.9% | +3.0% | +2.2% |
| 3Y | +53.9% | +86.9% | -33.0% | +21.7% |
| All | +93.8% | +110.8% | -17.0% | +45.2% |
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