-51.0%
GME vs XME
+111.3%
-162.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.5% |
| 7D | +6.0% | +5.3% | +0.7% | +2.6% |
| 30D | -5.9% | -8.2% | +2.3% | -1.3% |
| 3M | +38.2% | -18.4% | +56.6% | +54.7% |
| 6M | +14.5% | -22.8% | +37.4% | +30.0% |
| YTD | +27.6% | -7.9% | +35.5% | +23.6% |
| 1Y | +19.9% | -0.9% | +20.8% | +9.0% |
| 3Y | +104.3% | +96.0% | +8.4% | +1.9% |
| All | -51.0% | +111.3% | -162.3% | -76.2% |
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