+443.6%
GEN vs XME
+242.3%
+201.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +10.1% | +6.0% | +4.2% | +8.0% |
| 3M | +16.1% | -7.7% | +23.8% | +18.0% |
| 6M | +38.9% | +1.0% | +37.9% | +36.4% |
| YTD | +14.4% | +14.6% | -0.2% | +7.4% |
| 1Y | +5.9% | +46.0% | -40.1% | -8.8% |
| 3Y | +58.8% | +127.0% | -68.2% | +17.2% |
| 5Y | +24.7% | +175.8% | -151.1% | -16.0% |
| 10Y | +163.1% | +414.6% | -251.6% | +33.9% |
| All | +443.6% | +242.3% | +201.3% | +163.9% |
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