+218.2%
GLD vs XME
+412.4%
-194.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | +0.2% | +1.4% | -1.2% | -0.1% |
| 3M | +3.2% | +2.7% | +0.5% | +2.6% |
| 6M | -14.6% | +6.5% | -21.2% | -15.7% |
| YTD | +1.8% | +15.2% | -13.4% | -0.3% |
| 1Y | +20.7% | +43.5% | -22.8% | +15.0% |
| 3Y | +126.5% | +135.9% | -9.4% | +102.1% |
| 5Y | +140.0% | +181.5% | -41.4% | +108.6% |
| 10Y | +218.2% | +436.9% | -218.6% | +150.8% |
| All | +218.2% | +412.4% | -194.2% | +150.8% |
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 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