+40.1%
GILD vs XME
0.0%
+40.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -3.6% |
| 7D | +1.2% | -10.5% | +11.7% | +1.9% |
| 30D | +16.2% | -16.5% | +32.6% | +17.6% |
| 3M | +27.9% | -19.2% | +47.1% | +29.7% |
| 6M | +27.1% | -23.8% | +50.9% | +29.8% |
| YTD | +39.0% | -12.6% | +51.5% | +39.1% |
| 1Y | +40.1% | -0.1% | +40.2% | +41.0% |
| All | +40.1% | 0.0% | +40.0% | +41.0% |
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