+2.8%
GLD vs XME
+5.2%
-2.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | -0.3% | -5.5% | +5.2% | +2.6% |
| 30D | -1.9% | -11.1% | +9.3% | +4.0% |
| 3M | -0.4% | -11.1% | +10.7% | +5.2% |
| 6M | -10.2% | -18.0% | +7.8% | -2.0% |
| YTD | -6.0% | -7.4% | +1.4% | +0.1% |
| 1Y | +2.8% | +6.7% | -3.9% | +6.0% |
| All | +2.8% | +5.2% | -2.4% | +6.0% |
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