+371.1%
GH vs XME
+199.3%
+171.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.2% |
| 7D | +0.6% | +0.3% | +0.2% | +0.4% |
| 30D | -6.9% | -6.1% | -0.8% | -3.7% |
| 3M | -4.9% | -18.6% | +13.7% | +5.5% |
| 6M | +54.1% | -23.9% | +78.0% | +75.9% |
| YTD | +48.5% | -9.3% | +57.9% | +52.5% |
| 1Y | +61.2% | +1.8% | +59.4% | +54.8% |
| 3Y | +570.3% | +93.0% | +477.3% | +350.4% |
| 5Y | +46.1% | +107.0% | -60.8% | -3.5% |
| All | +371.1% | +199.3% | +171.8% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling