+239.5%
GE vs XME
+242.3%
-2.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | +6.0% | -17.6% | -14.2% |
| 3M | +3.0% | -7.7% | +10.8% | +5.8% |
| 6M | -0.5% | +1.0% | -1.5% | -2.2% |
| YTD | +9.7% | +14.6% | -4.9% | +1.0% |
| 1Y | +20.0% | +46.0% | -25.9% | -1.9% |
| 3Y | +275.8% | +127.0% | +148.8% | +146.8% |
| 5Y | +429.1% | +175.8% | +253.3% | +208.7% |
| 10Y | +151.2% | +414.6% | -263.5% | +6.8% |
| All | +239.5% | +242.3% | -2.8% | +40.8% |
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