+759.7%
GD vs XME
+161.1%
+598.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.6% |
| 7D | -3.9% | -10.5% | +6.6% | -0.6% |
| 30D | +8.1% | -16.5% | +24.5% | +13.9% |
| 3M | -6.8% | -19.2% | +12.4% | -1.2% |
| 6M | +3.0% | -23.8% | +26.8% | +10.4% |
| YTD | +7.8% | -12.6% | +20.3% | +9.8% |
| 1Y | +5.8% | -0.1% | +5.9% | +3.1% |
| 3Y | +55.3% | +79.3% | -23.9% | +22.8% |
| 5Y | +96.7% | +108.2% | -11.5% | +44.3% |
| 10Y | +195.4% | +292.6% | -97.2% | +67.8% |
| All | +759.7% | +161.1% | +598.6% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling