+23.6%
GFS vs XME
+2.7%
+20.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.0% |
| 7D | +6.2% | +1.5% | +4.7% | +5.3% |
| 30D | -11.4% | -7.3% | -4.1% | -6.3% |
| 3M | -15.5% | -17.4% | +2.0% | -3.5% |
| 6M | -42.6% | -21.8% | -20.8% | -32.7% |
| YTD | +23.2% | -6.0% | +29.2% | +28.5% |
| 1Y | +23.6% | +3.8% | +19.8% | +23.5% |
| All | +23.6% | +2.7% | +20.9% | +23.5% |
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 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