-2.7%
GFS vs XME
+185.9%
-188.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | +2.6% | +3.6% | -1.0% | +0.2% |
| 30D | -16.4% | +3.6% | -20.0% | -18.5% |
| 3M | -41.6% | +1.2% | -42.8% | -42.2% |
| 6M | -3.7% | +9.0% | -12.7% | -8.9% |
| YTD | +29.3% | +15.9% | +13.4% | +16.7% |
| 1Y | +37.1% | +43.2% | -6.1% | +6.8% |
| 3Y | -22.1% | +137.4% | -159.5% | -56.9% |
| All | -2.7% | +185.9% | -188.6% | -49.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling