+727.0%
GME vs XME
+175.1%
+551.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.2% |
| 7D | +6.0% | +5.3% | +0.7% | +3.4% |
| 30D | -5.9% | -8.2% | +2.3% | -2.3% |
| 3M | +38.2% | -18.4% | +56.6% | +50.9% |
| 6M | +14.5% | -22.8% | +37.4% | +26.3% |
| YTD | +27.6% | -7.9% | +35.5% | +27.2% |
| 1Y | +19.9% | -0.9% | +20.8% | +15.0% |
| 3Y | +104.3% | +96.0% | +8.4% | +39.4% |
| 5Y | -49.3% | +110.3% | -159.6% | -66.0% |
| 10Y | +473.0% | +272.8% | +200.2% | +187.0% |
| All | +727.0% | +175.1% | +551.9% | +231.5% |
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