-30.0%
GLXY vs XME
+67.1%
-97.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.5% | +12.4% |
| 7D | +14.3% | +1.5% | +12.8% | +12.6% |
| 30D | -19.6% | -7.3% | -12.4% | -11.3% |
| 3M | -20.7% | -17.4% | -3.2% | -0.7% |
| 6M | -49.6% | -21.8% | -27.8% | -33.6% |
| YTD | -28.6% | -6.0% | -22.6% | -23.4% |
| 1Y | -48.0% | +3.8% | -51.8% | -48.9% |
| All | -30.0% | +67.1% | -97.1% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling