-5.4%
GLXY vs XME
+42.3%
-47.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.3% |
| 7D | +4.5% | -0.2% | +4.8% | +4.8% |
| 30D | +28.8% | +1.4% | +27.4% | +27.1% |
| 3M | -23.0% | +2.7% | -25.8% | -25.4% |
| 6M | +17.0% | +6.5% | +10.5% | +7.6% |
| YTD | +12.5% | +15.2% | -2.7% | -7.0% |
| 1Y | -5.4% | +43.5% | -48.9% | -29.2% |
| All | -5.4% | +42.3% | -47.6% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling