+604.6%
GLD vs XME
+242.3%
+362.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | +6.0% | -1.6% | +3.4% |
| 3M | -1.1% | -7.7% | +6.6% | +0.1% |
| 6M | -13.8% | +1.0% | -14.7% | -14.1% |
| YTD | +2.6% | +14.6% | -12.0% | +0.5% |
| 1Y | +24.5% | +46.0% | -21.4% | +17.7% |
| 3Y | +125.8% | +127.0% | -1.2% | +99.1% |
| 5Y | +137.8% | +175.8% | -38.0% | +101.2% |
| 10Y | +221.4% | +414.6% | -193.3% | +140.1% |
| All | +604.6% | +242.3% | +362.3% | +378.0% |
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 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