+51.3%
GEV vs XME
+34.9%
+16.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.2% |
| 7D | +1.6% | -4.2% | +5.8% | +4.3% |
| 30D | -7.9% | -2.7% | -5.2% | -6.5% |
| 3M | +5.6% | -3.9% | +9.5% | +7.6% |
| 6M | +13.1% | -1.0% | +14.0% | +12.2% |
| YTD | +46.7% | +9.8% | +36.9% | +34.3% |
| 1Y | +51.3% | +32.5% | +18.7% | +26.1% |
| All | +51.3% | +34.9% | +16.4% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling