-21.1%
GIS vs XME
+421.4%
-442.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -6.4% | -4.2% | -2.2% | -6.2% |
| 30D | -6.1% | -2.7% | -3.4% | -6.0% |
| 3M | +7.8% | -3.9% | +11.8% | +8.0% |
| 6M | -8.8% | -1.0% | -7.8% | -8.9% |
| YTD | -19.1% | +9.8% | -28.9% | -19.9% |
| 1Y | -24.8% | +32.5% | -57.3% | -26.6% |
| 3Y | -37.6% | +124.3% | -161.9% | -41.8% |
| 5Y | -25.4% | +165.8% | -191.2% | -32.4% |
| All | -21.1% | +421.4% | -442.4% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling