+14.4%
GME vs XME
+5.2%
+9.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.7% |
| 7D | +7.8% | -5.5% | +13.2% | +8.3% |
| 30D | -0.4% | -11.1% | +10.7% | +0.7% |
| 3M | +30.9% | -11.1% | +42.0% | +32.0% |
| 6M | +5.5% | -18.0% | +23.5% | +7.1% |
| YTD | +25.2% | -7.4% | +32.6% | +20.3% |
| 1Y | +14.4% | +6.7% | +7.7% | +3.0% |
| All | +14.4% | +5.2% | +9.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling