-34.7%
GFS vs XME
+110.8%
-145.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.9% | +4.0% |
| 7D | -7.8% | -4.5% | -3.4% | -4.7% |
| 30D | -19.7% | -10.9% | -8.8% | -13.1% |
| 3M | -23.1% | -15.3% | -7.9% | -14.3% |
| 6M | -46.4% | -24.6% | -21.8% | -35.3% |
| YTD | +11.0% | -9.6% | +20.7% | +18.2% |
| 1Y | +12.6% | +2.9% | +9.7% | +9.8% |
| 3Y | -24.9% | +86.9% | -111.9% | -51.5% |
| All | -34.7% | +110.8% | -145.5% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling