+478.5%
GS vs XME
+294.4%
+184.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +1.6% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +1.2% | -7.3% | +8.5% | +5.4% |
| 3M | -12.4% | -14.8% | +2.4% | -4.8% |
| 6M | -2.3% | -18.4% | +16.1% | +8.2% |
| YTD | +4.6% | -4.7% | +9.3% | +5.2% |
| 1Y | +17.5% | +5.7% | +11.8% | +11.4% |
| 3Y | +202.0% | +104.0% | +98.1% | +93.9% |
| 5Y | +152.4% | +122.4% | +29.9% | +45.7% |
| 10Y | +478.5% | +285.4% | +193.2% | +111.1% |
| All | +478.5% | +294.4% | +184.2% | +111.1% |
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