+152.0%
GE vs XME
+260.6%
-108.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +2.7% | +0.3% | +2.3% | +2.5% |
| 30D | +8.1% | -6.1% | +14.2% | +11.6% |
| 3M | -7.9% | -18.6% | +10.8% | +1.9% |
| 6M | +12.9% | -23.9% | +36.8% | +28.1% |
| YTD | +8.2% | -9.3% | +17.5% | +9.9% |
| 1Y | +9.7% | +1.8% | +7.9% | +4.2% |
| 3Y | +266.1% | +93.0% | +173.1% | +132.0% |
| 5Y | +407.4% | +107.0% | +300.4% | +192.7% |
| All | +152.0% | +260.6% | -108.6% | -8.2% |
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 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