-19.9%
GFS vs XME
+134.1%
-154.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -8.6% | +6.0% | -14.6% | -12.4% |
| 3M | -46.5% | -7.7% | -38.8% | -43.6% |
| 6M | -4.8% | +1.0% | -5.8% | -5.9% |
| YTD | +29.7% | +14.6% | +15.0% | +16.7% |
| 1Y | +35.8% | +46.0% | -10.1% | +1.1% |
| All | -19.9% | +134.1% | -154.0% | -59.5% |
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 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