+387.8%
GH vs XME
+132.9%
+254.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.5% |
| 7D | -0.2% | -0.2% | +0.1% | 0.0% |
| 30D | -2.6% | +1.4% | -4.1% | -3.7% |
| 3M | +25.1% | +2.7% | +22.4% | +21.9% |
| 6M | +78.5% | +6.5% | +72.0% | +68.4% |
| YTD | +59.4% | +15.2% | +44.2% | +39.9% |
| 1Y | +173.9% | +43.5% | +130.4% | +95.5% |
| All | +387.8% | +132.9% | +254.9% | +103.7% |
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