-20.1%
GFS vs XME
+93.2%
-113.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.6% |
| 7D | +7.4% | +0.3% | +7.1% | +7.1% |
| 30D | -15.3% | -6.1% | -9.1% | -10.9% |
| 3M | -21.1% | -18.6% | -2.5% | -8.8% |
| 6M | -44.5% | -23.9% | -20.6% | -32.8% |
| YTD | +19.2% | -9.3% | +28.6% | +26.4% |
| 1Y | +27.2% | +1.8% | +25.5% | +24.0% |
| 3Y | -20.1% | +93.0% | -113.1% | -53.7% |
| All | -20.1% | +93.2% | -113.3% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling