+439.2%
GEN vs XME
+170.7%
+268.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +27.7% | -6.1% | +33.9% | +29.7% |
| 3M | +3.3% | -18.6% | +21.9% | +9.3% |
| 6M | +31.8% | -23.9% | +55.7% | +41.2% |
| YTD | +13.5% | -9.3% | +22.9% | +13.9% |
| 1Y | +16.0% | +1.8% | +14.3% | +12.0% |
| 3Y | +70.6% | +93.0% | -22.4% | +31.6% |
| 5Y | +32.1% | +107.0% | -74.9% | -3.0% |
| 10Y | +153.4% | +266.9% | -113.5% | +43.5% |
| All | +439.2% | +170.7% | +268.5% | +179.9% |
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