+388.8%
GH vs XME
+262.5%
+126.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.5% | -4.2% | +1.7% | -0.3% |
| 30D | -4.7% | -2.7% | -2.0% | -3.5% |
| 3M | +20.2% | -3.9% | +24.2% | +21.9% |
| 6M | +78.8% | -1.0% | +79.8% | +77.3% |
| YTD | +54.1% | +9.8% | +44.3% | +43.3% |
| 1Y | +177.1% | +32.5% | +144.5% | +129.1% |
| 3Y | +371.6% | +124.3% | +247.3% | +193.6% |
| 5Y | +21.9% | +165.8% | -143.9% | -29.0% |
| All | +388.8% | +262.5% | +126.2% | +185.5% |
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 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