+643.2%
GEV vs XME
+108.5%
+534.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.3% |
| 7D | +8.1% | +3.6% | +4.5% | +5.4% |
| 30D | -1.9% | +3.6% | -5.6% | -4.6% |
| 3M | +4.1% | +1.2% | +2.8% | +2.7% |
| 6M | +23.2% | +9.0% | +14.2% | +14.3% |
| YTD | +48.9% | +15.9% | +33.0% | +29.3% |
| 1Y | +62.2% | +43.2% | +19.0% | +16.9% |
| All | +643.2% | +108.5% | +534.7% | +286.2% |
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