+46.4%
GH vs XME
+108.0%
-61.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.0% |
| 7D | +0.6% | +0.3% | +0.2% | +0.4% |
| 30D | -6.9% | -6.1% | -0.8% | -3.0% |
| 3M | -4.9% | -18.6% | +13.7% | +8.1% |
| 6M | +54.1% | -23.9% | +78.0% | +81.4% |
| YTD | +48.5% | -9.3% | +57.9% | +51.4% |
| 1Y | +61.2% | +1.8% | +59.4% | +50.0% |
| 3Y | +570.3% | +93.0% | +477.3% | +266.6% |
| All | +46.4% | +108.0% | -61.6% | -21.7% |
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 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