+305.2%
GPN vs XME
+246.2%
+59.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.8% |
| 7D | -0.7% | +3.6% | -4.3% | -2.0% |
| 30D | +3.8% | +3.6% | +0.2% | +2.3% |
| 3M | +39.2% | +1.2% | +38.0% | +37.4% |
| 6M | +17.9% | +9.0% | +8.8% | +12.7% |
| YTD | +16.4% | +15.9% | +0.4% | +7.8% |
| 1Y | +3.6% | +43.2% | -39.6% | -11.8% |
| 3Y | -26.7% | +137.4% | -164.1% | -48.9% |
| 5Y | -44.8% | +185.0% | -229.8% | -64.5% |
| 10Y | +24.1% | +409.5% | -385.3% | -38.3% |
| All | +305.2% | +246.2% | +59.0% | +79.9% |
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 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