+109.1%
GLD vs XME
+101.1%
+8.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -0.1% |
| 7D | +4.9% | +0.9% | +4.0% | +4.4% |
| 30D | -1.3% | -7.3% | +6.0% | +1.2% |
| 3M | -4.8% | -14.8% | +10.0% | +0.6% |
| 6M | -12.5% | -18.4% | +5.9% | -6.6% |
| YTD | -4.2% | -4.7% | +0.4% | -1.8% |
| 1Y | +3.0% | +5.7% | -2.7% | +2.9% |
| 3Y | +109.1% | +104.0% | +5.2% | +78.2% |
| All | +109.1% | +101.1% | +8.1% | +78.2% |
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