-60.1%
GME vs XME
+183.2%
-243.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.7% |
| 7D | +4.8% | -0.2% | +5.1% | +4.9% |
| 30D | +5.9% | +1.4% | +4.5% | +4.6% |
| 3M | -10.7% | +2.7% | -13.5% | -13.7% |
| 6M | -19.8% | +6.5% | -26.3% | -25.6% |
| YTD | -0.9% | +15.2% | -16.1% | -15.6% |
| 1Y | -15.7% | +43.5% | -59.2% | -40.9% |
| 3Y | +12.3% | +135.9% | -123.6% | -48.5% |
| 5Y | -60.1% | +181.5% | -241.5% | -84.0% |
| All | -60.1% | +183.2% | -243.3% | -84.0% |
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 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