+25.7%
GPN vs XME
+421.4%
-395.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -4.3% | -4.2% | -0.1% | -2.6% |
| 30D | 0.0% | -2.7% | +2.7% | +0.9% |
| 3M | +35.8% | -3.9% | +39.7% | +36.8% |
| 6M | +22.0% | -1.0% | +23.0% | +20.3% |
| YTD | +15.2% | +9.8% | +5.4% | +6.8% |
| 1Y | +3.5% | +32.5% | -29.1% | -13.4% |
| 3Y | -26.9% | +124.3% | -151.3% | -53.9% |
| 5Y | -44.2% | +165.8% | -210.0% | -68.6% |
| All | +25.7% | +421.4% | -395.7% | -56.6% |
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