+695.3%
GLW vs XME
+179.0%
+516.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.3% |
| 7D | -11.1% | -0.2% | -10.9% | -10.6% |
| 30D | -28.4% | -9.2% | -19.3% | -24.5% |
| 3M | -28.8% | -17.8% | -11.0% | -20.9% |
| 6M | -39.8% | -20.0% | -19.8% | -31.6% |
| YTD | +28.7% | -6.6% | +35.3% | +36.4% |
| 1Y | +27.7% | +1.8% | +26.0% | +30.0% |
| 3Y | +331.3% | +98.7% | +232.6% | +210.6% |
| 5Y | +233.4% | +123.9% | +109.5% | +118.3% |
| 10Y | +521.8% | +277.9% | +243.9% | +197.9% |
| All | +695.3% | +179.0% | +516.3% | +247.8% |
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