+75.8%
GM vs XME
+162.6%
-86.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.4% | -4.2% | +1.8% | -0.7% |
| 30D | -1.1% | -2.7% | +1.6% | -0.3% |
| 3M | +6.1% | -3.9% | +10.0% | +7.2% |
| 6M | +15.0% | -1.0% | +15.9% | +13.7% |
| YTD | +6.0% | +9.8% | -3.8% | -1.1% |
| 1Y | +47.1% | +32.5% | +14.5% | +22.4% |
| 3Y | +170.5% | +124.3% | +46.2% | +63.7% |
| All | +75.8% | +162.6% | -86.8% | -6.6% |
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