+867.9%
GLW vs XME
+412.4%
+455.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | +16.9% | -0.2% | +17.1% | +17.1% |
| 30D | +7.0% | +1.4% | +5.6% | +6.0% |
| 3M | -3.0% | +2.7% | -5.7% | -4.2% |
| 6M | +31.0% | +6.5% | +24.5% | +28.4% |
| YTD | +93.4% | +15.2% | +78.2% | +81.9% |
| 1Y | +134.7% | +43.5% | +91.2% | +96.3% |
| 3Y | +471.8% | +135.9% | +335.9% | +260.7% |
| 5Y | +394.5% | +181.5% | +213.0% | +170.0% |
| 10Y | +867.9% | +436.9% | +431.1% | +247.1% |
| All | +867.9% | +412.4% | +455.5% | +247.1% |
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