+230.7%
GM vs XME
+148.9%
+81.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.0% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -4.6% | +1.4% | -6.0% | -5.5% |
| 3M | +0.2% | +2.7% | -2.5% | -1.9% |
| 6M | +12.6% | +6.5% | +6.1% | +7.2% |
| YTD | +3.7% | +15.2% | -11.5% | -6.2% |
| 1Y | +45.6% | +43.5% | +2.1% | +15.2% |
| 3Y | +162.0% | +135.9% | +26.1% | +54.5% |
| 5Y | +80.5% | +181.5% | -101.0% | -5.9% |
| 10Y | +231.3% | +436.9% | -205.5% | +16.2% |
| All | +230.7% | +148.9% | +81.7% | +73.7% |
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