+15.5%
GLXY vs XME
+103.7%
-88.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +13.4% | -0.1% | +13.5% | +13.5% |
| 30D | +38.1% | +6.0% | +32.1% | +29.5% |
| 3M | -7.3% | -7.7% | +0.4% | +0.9% |
| 6M | +8.2% | +1.0% | +7.2% | +6.6% |
| YTD | +17.8% | +14.6% | +3.1% | +0.4% |
| 1Y | +14.9% | +46.0% | -31.0% | -21.0% |
| All | +15.5% | +103.7% | -88.2% | -34.3% |
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 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