+37.4%
GILD vs XME
+46.4%
-9.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +14.6% | +6.0% | +8.6% | +14.1% |
| 3M | +17.7% | -7.7% | +25.4% | +18.8% |
| 6M | +3.1% | +1.0% | +2.2% | +2.7% |
| YTD | +24.5% | +14.6% | +9.9% | +23.7% |
| 1Y | +37.4% | +46.0% | -8.6% | +28.4% |
| All | +37.4% | +46.4% | -9.0% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling