+356.1%
GLW vs XME
+101.1%
+255.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.5% | +3.8% | +5.2% |
| 7D | -5.9% | +0.9% | -6.8% | -6.1% |
| 30D | -26.0% | -7.3% | -18.7% | -21.5% |
| 3M | -29.9% | -14.8% | -15.1% | -21.2% |
| 6M | -37.8% | -18.4% | -19.4% | -27.6% |
| YTD | +33.1% | -4.7% | +37.8% | +43.2% |
| 1Y | +36.8% | +5.7% | +31.1% | +40.4% |
| 3Y | +356.1% | +104.0% | +252.1% | +232.6% |
| All | +356.1% | +101.1% | +255.0% | +232.6% |
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 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