+243.8%
GLW vs XME
+121.9%
+121.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.5% | +3.8% | +6.0% |
| 7D | -5.9% | +0.9% | -6.8% | -6.0% |
| 30D | -26.0% | -7.3% | -18.7% | -22.3% |
| 3M | -29.9% | -14.8% | -15.1% | -22.7% |
| 6M | -37.8% | -18.4% | -19.4% | -29.2% |
| YTD | +33.1% | -4.7% | +37.8% | +41.3% |
| 1Y | +36.8% | +5.7% | +31.1% | +39.0% |
| 3Y | +356.1% | +104.0% | +252.1% | +239.3% |
| 5Y | +243.8% | +122.4% | +121.4% | +152.5% |
| All | +243.8% | +121.9% | +121.9% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling