+722.4%
GLW vs XME
+184.7%
+537.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.5% | +3.8% | +6.5% |
| 7D | -5.9% | +0.9% | -6.8% | -5.9% |
| 30D | -26.0% | -7.3% | -18.7% | -22.7% |
| 3M | -29.9% | -14.8% | -15.1% | -23.6% |
| 6M | -37.8% | -18.4% | -19.4% | -30.0% |
| YTD | +33.1% | -4.7% | +37.8% | +39.6% |
| 1Y | +36.8% | +5.7% | +31.1% | +36.7% |
| 3Y | +356.1% | +104.0% | +252.1% | +224.2% |
| 5Y | +243.8% | +122.4% | +121.4% | +125.6% |
| 10Y | +542.4% | +285.4% | +257.0% | +204.7% |
| All | +722.4% | +184.7% | +537.7% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling