-7.8%
GFS vs XME
+127.2%
-135.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.8% |
| 7D | +17.2% | +5.3% | +11.9% | +13.3% |
| 30D | -8.7% | -8.2% | -0.5% | -3.1% |
| 3M | -19.7% | -18.4% | -1.3% | -8.2% |
| 6M | -40.7% | -22.8% | -17.9% | -29.6% |
| YTD | +22.5% | -7.9% | +30.4% | +28.7% |
| 1Y | +25.2% | -0.9% | +26.1% | +25.2% |
| 3Y | -17.7% | +96.0% | -113.6% | -48.1% |
| 5Y | -23.5% | +110.3% | -133.9% | -54.5% |
| All | -7.8% | +127.2% | -135.0% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling