+195.4%
GIS vs XME
+242.3%
-46.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | +6.6% | +6.0% | +0.6% | +5.9% |
| 3M | +21.0% | -7.7% | +28.7% | +21.6% |
| 6M | -9.1% | +1.0% | -10.0% | -9.6% |
| YTD | -13.6% | +14.6% | -28.3% | -15.4% |
| 1Y | -18.0% | +46.0% | -64.0% | -21.9% |
| 3Y | -33.7% | +127.0% | -160.7% | -40.3% |
| 5Y | -19.4% | +175.8% | -195.2% | -30.0% |
| 10Y | -21.3% | +414.6% | -435.9% | -38.9% |
| All | +195.4% | +242.3% | -46.9% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling