+151.2%
GE vs XME
+266.4%
-115.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -2.4% |
| 7D | +5.1% | +5.3% | -0.2% | +2.3% |
| 30D | +7.6% | -8.2% | +15.8% | +12.3% |
| 3M | -9.3% | -18.4% | +9.1% | +0.2% |
| 6M | +11.5% | -22.8% | +34.4% | +25.6% |
| YTD | +7.9% | -7.9% | +15.8% | +8.7% |
| 1Y | +7.6% | -0.9% | +8.5% | +3.8% |
| 3Y | +265.9% | +96.0% | +169.9% | +130.0% |
| 5Y | +405.9% | +110.3% | +295.6% | +189.4% |
| All | +151.2% | +266.4% | -115.1% | -9.2% |
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