+457.2%
GS vs XME
+270.2%
+187.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.5% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | +1.7% | -9.2% | +10.8% | +7.0% |
| 3M | -11.6% | -17.8% | +6.2% | -2.0% |
| 6M | -1.9% | -20.0% | +18.1% | +9.9% |
| YTD | +5.1% | -6.6% | +11.6% | +6.8% |
| 1Y | +16.4% | +1.8% | +14.7% | +12.7% |
| 3Y | +199.0% | +98.7% | +100.2% | +94.6% |
| 5Y | +157.4% | +123.9% | +33.5% | +47.8% |
| 10Y | +457.2% | +277.9% | +179.4% | +103.4% |
| All | +457.2% | +270.2% | +187.0% | +103.4% |
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