+290.5%
GME vs XME
+421.4%
-130.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.3% |
| 7D | +10.4% | -4.2% | +14.6% | +13.1% |
| 30D | +14.1% | -2.7% | +16.8% | +15.4% |
| 3M | -4.6% | -3.9% | -0.7% | -3.8% |
| 6M | -13.5% | -1.0% | -12.6% | -15.8% |
| YTD | +5.3% | +9.8% | -4.5% | -6.1% |
| 1Y | -14.9% | +32.5% | -47.4% | -34.3% |
| 3Y | +24.3% | +124.3% | -100.1% | -33.5% |
| 5Y | -55.6% | +165.8% | -221.4% | -78.5% |
| All | +290.5% | +421.4% | -130.9% | +11.9% |
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 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