+994.4%
GLW vs XME
+242.3%
+752.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -21.8% | -7.7% | -14.1% | -18.2% |
| 6M | +6.9% | +1.0% | +5.9% | +8.1% |
| YTD | +77.2% | +14.6% | +62.5% | +68.1% |
| 1Y | +123.2% | +46.0% | +77.3% | +87.8% |
| 3Y | +400.0% | +127.0% | +273.0% | +233.3% |
| 5Y | +342.8% | +175.8% | +167.0% | +158.4% |
| 10Y | +771.4% | +414.6% | +356.7% | +253.9% |
| All | +994.4% | +242.3% | +752.0% | +328.5% |
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 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