+18.6%
GLXY vs XME
+106.0%
-87.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +1.5% |
| 7D | +15.5% | +3.6% | +11.8% | +10.9% |
| 30D | +34.1% | +3.6% | +30.5% | +29.1% |
| 3M | -11.3% | +1.2% | -12.6% | -12.7% |
| 6M | +31.6% | +9.0% | +22.5% | +18.7% |
| YTD | +21.0% | +15.9% | +5.1% | +1.9% |
| 1Y | +11.7% | +43.2% | -31.5% | -22.1% |
| All | +18.6% | +106.0% | -87.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling