-12.3%
GFS vs XME
+135.1%
-147.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.6% | +1.2% |
| 7D | -3.1% | +0.9% | -4.1% | -3.5% |
| 30D | -16.0% | -7.3% | -8.7% | -11.5% |
| 3M | -24.7% | -14.8% | -9.9% | -16.5% |
| 6M | -45.1% | -18.4% | -26.7% | -37.2% |
| YTD | +16.5% | -4.7% | +21.1% | +19.6% |
| 1Y | +19.3% | +5.7% | +13.6% | +14.3% |
| 3Y | -20.0% | +104.0% | -123.9% | -50.8% |
| 5Y | -32.0% | +122.4% | -154.4% | -60.3% |
| All | -12.3% | +135.1% | -147.5% | -48.5% |
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