-12.1%
GFS vs XME
+130.4%
-142.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.6% |
| 7D | -5.3% | -0.2% | -5.1% | -4.9% |
| 30D | -15.8% | -9.2% | -6.6% | -10.0% |
| 3M | -18.6% | -17.8% | -0.9% | -7.6% |
| 6M | -45.0% | -20.0% | -25.0% | -36.1% |
| YTD | +16.8% | -6.6% | +23.4% | +21.5% |
| 1Y | +17.8% | +1.8% | +16.0% | +15.7% |
| 3Y | -21.5% | +98.7% | -120.3% | -51.0% |
| 5Y | -29.3% | +123.9% | -153.3% | -58.1% |
| All | -12.1% | +130.4% | -142.5% | -47.7% |
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 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