+521.8%
GLW vs XME
+270.2%
+251.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.1% |
| 7D | -11.1% | -0.2% | -10.9% | -10.6% |
| 30D | -28.4% | -9.2% | -19.3% | -23.9% |
| 3M | -28.8% | -17.8% | -11.0% | -19.8% |
| 6M | -39.8% | -20.0% | -19.8% | -30.5% |
| YTD | +28.7% | -6.6% | +35.3% | +37.6% |
| 1Y | +27.7% | +1.8% | +26.0% | +30.6% |
| 3Y | +331.3% | +98.7% | +232.6% | +201.3% |
| 5Y | +233.4% | +123.9% | +109.5% | +107.5% |
| 10Y | +521.8% | +277.9% | +243.9% | +156.6% |
| All | +521.8% | +270.2% | +251.6% | +156.6% |
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