-35.4%
GIS vs XME
+132.9%
-168.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | -0.5% | +1.4% | -1.9% | -0.4% |
| 3M | +11.9% | +2.7% | +9.2% | +12.6% |
| 6M | -11.6% | +6.5% | -18.1% | -10.9% |
| YTD | -16.3% | +15.2% | -31.5% | -15.3% |
| 1Y | -21.8% | +43.5% | -65.3% | -20.3% |
| All | -35.4% | +132.9% | -168.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling