+119.6%
GLW vs XME
+37.7%
+81.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | +0.1% |
| 7D | +11.7% | -3.0% | +14.8% | +14.9% |
| 30D | +2.7% | -2.6% | +5.3% | +4.8% |
| 3M | -2.8% | +2.2% | -5.0% | -5.4% |
| 6M | +20.2% | +0.7% | +19.5% | +19.9% |
| YTD | +87.3% | +10.9% | +76.4% | +77.6% |
| 1Y | +119.6% | +35.7% | +83.9% | +90.1% |
| All | +119.6% | +37.7% | +81.9% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling