+342.1%
GLW vs XME
+176.2%
+165.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -1.3% | +6.0% | -7.3% | -4.7% |
| 3M | -21.8% | -7.7% | -14.1% | -18.2% |
| 6M | +6.9% | +1.0% | +5.9% | +7.5% |
| YTD | +77.2% | +14.6% | +62.5% | +68.0% |
| 1Y | +123.2% | +46.0% | +77.3% | +89.7% |
| 3Y | +400.0% | +127.0% | +273.0% | +243.0% |
| All | +342.1% | +176.2% | +165.9% | +175.9% |
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