+231.1%
GM vs XME
+421.4%
-190.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -2.4% | -4.2% | +1.8% | -0.3% |
| 30D | -1.1% | -2.7% | +1.6% | -0.1% |
| 3M | +6.1% | -3.9% | +10.0% | +7.4% |
| 6M | +15.0% | -1.0% | +15.9% | +13.2% |
| YTD | +6.0% | +9.8% | -3.8% | -2.8% |
| 1Y | +47.1% | +32.5% | +14.5% | +18.3% |
| 3Y | +170.5% | +124.3% | +46.2% | +52.5% |
| 5Y | +80.5% | +165.8% | -85.3% | -12.4% |
| All | +231.1% | +421.4% | -190.3% | +2.0% |
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