+652.8%
GS vs XME
+401.2%
+251.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.6% | +6.0% | -7.6% | -5.0% |
| 3M | -4.5% | -7.7% | +3.3% | -0.7% |
| 6M | +20.9% | +1.0% | +19.9% | +19.1% |
| YTD | +19.9% | +14.6% | +5.3% | +9.2% |
| 1Y | +41.4% | +46.0% | -4.5% | +11.4% |
| 3Y | +239.2% | +127.0% | +112.1% | +106.4% |
| 5Y | +185.0% | +175.8% | +9.2% | +46.7% |
| All | +652.8% | +401.2% | +251.6% | +136.9% |
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 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