+23.2%
GH vs XME
+167.8%
-144.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | +0.1% |
| 7D | -1.2% | -3.0% | +1.8% | +0.7% |
| 30D | -3.7% | -2.6% | -1.1% | -2.4% |
| 3M | +21.7% | +2.2% | +19.5% | +18.6% |
| 6M | +75.7% | +0.7% | +75.0% | +71.5% |
| YTD | +55.7% | +10.9% | +44.8% | +40.2% |
| 1Y | +181.1% | +35.7% | +145.4% | +113.9% |
| 3Y | +371.6% | +127.1% | +244.5% | +142.8% |
| 5Y | +23.2% | +168.5% | -145.3% | -38.8% |
| All | +23.2% | +167.8% | -144.6% | -38.8% |
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