+240.8%
GE vs XME
+179.0%
+61.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.6% |
| 7D | +5.4% | -0.2% | +5.5% | +5.4% |
| 30D | +9.6% | -9.2% | +18.8% | +14.3% |
| 3M | -7.7% | -17.8% | +10.0% | +0.1% |
| 6M | +14.0% | -20.0% | +34.1% | +24.2% |
| YTD | +10.2% | -6.6% | +16.7% | +10.8% |
| 1Y | +8.9% | +1.8% | +7.2% | +5.1% |
| 3Y | +273.7% | +98.7% | +174.9% | +159.7% |
| 5Y | +410.2% | +123.9% | +286.3% | +226.5% |
| 10Y | +157.4% | +277.9% | -120.4% | +25.4% |
| All | +240.8% | +179.0% | +61.8% | +54.4% |
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