+96.9%
GLD vs XME
+93.2%
+3.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.7% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -5.5% | -6.1% | +0.7% | -3.4% |
| 3M | -10.9% | -18.6% | +7.7% | -4.3% |
| 6M | -17.4% | -23.9% | +6.5% | -9.7% |
| YTD | -10.3% | -9.3% | -1.0% | -6.4% |
| 1Y | -7.2% | +1.8% | -8.9% | -5.9% |
| 3Y | +96.9% | +93.0% | +3.9% | +71.0% |
| All | +96.9% | +93.2% | +3.8% | +71.0% |
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 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