+463.3%
GLW vs XME
+136.1%
+327.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.4% | +6.8% |
| 7D | +14.0% | +3.6% | +10.4% | +11.3% |
| 30D | +0.4% | +3.6% | -3.3% | -2.3% |
| 3M | -11.3% | +1.2% | -12.6% | -12.3% |
| 6M | +35.1% | +9.0% | +26.0% | +29.7% |
| YTD | +90.5% | +15.9% | +74.6% | +77.7% |
| 1Y | +132.0% | +43.2% | +88.8% | +94.7% |
| 3Y | +463.3% | +137.4% | +325.9% | +257.8% |
| All | +463.3% | +136.1% | +327.2% | +257.8% |
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