+12.0%
GFS vs XME
-2.2%
+14.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.9% | +3.7% |
| 7D | -7.8% | -4.5% | -3.4% | -4.5% |
| 30D | -19.7% | -10.9% | -8.8% | -12.6% |
| 3M | -23.1% | -15.3% | -7.9% | -13.8% |
| 6M | -46.4% | -24.6% | -21.8% | -35.3% |
| YTD | +11.0% | -9.6% | +20.7% | +19.5% |
| All | +12.0% | -2.2% | +14.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling