+627.7%
GEV vs XME
+107.2%
+520.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | -4.0% | +1.4% | -5.4% | -5.1% |
| 3M | +3.4% | +2.7% | +0.7% | +0.9% |
| 6M | +14.7% | +6.5% | +8.2% | +8.2% |
| YTD | +45.8% | +15.2% | +30.6% | +27.2% |
| 1Y | +57.4% | +43.5% | +13.9% | +13.1% |
| All | +627.7% | +107.2% | +520.5% | +279.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling