+436.7%
GE vs XME
+179.6%
+257.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +1.2% | +3.6% | -2.5% | -0.4% |
| 30D | -9.5% | +3.6% | -13.1% | -11.1% |
| 3M | +4.1% | +1.2% | +2.9% | +2.9% |
| 6M | +3.9% | +9.0% | -5.1% | -1.2% |
| YTD | +9.0% | +15.9% | -6.9% | -0.3% |
| 1Y | +21.9% | +43.2% | -21.2% | +0.1% |
| 3Y | +281.8% | +137.4% | +144.4% | +140.5% |
| 5Y | +436.7% | +185.0% | +251.7% | +190.7% |
| All | +436.7% | +179.6% | +257.1% | +190.7% |
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