+170.5%
GM vs XME
+122.1%
+48.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.4% | -4.2% | +1.8% | -1.2% |
| 30D | -1.1% | -2.7% | +1.6% | -0.5% |
| 3M | +6.1% | -3.9% | +10.0% | +7.0% |
| 6M | +15.0% | -1.0% | +15.9% | +14.0% |
| YTD | +6.0% | +9.8% | -3.8% | +0.9% |
| 1Y | +47.1% | +32.5% | +14.5% | +26.9% |
| 3Y | +170.5% | +124.3% | +46.2% | +67.9% |
| All | +170.5% | +122.1% | +48.4% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling