+185.8%
GS vs XME
+84.7%
+101.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -2.2% |
| 7D | -3.2% | -4.5% | +1.3% | -0.7% |
| 30D | -2.4% | -10.9% | +8.5% | +3.9% |
| 3M | -15.7% | -15.3% | -0.5% | -8.2% |
| 6M | -6.8% | -24.6% | +17.9% | +7.8% |
| YTD | -0.1% | -9.6% | +9.6% | +2.7% |
| 1Y | +12.1% | +2.9% | +9.2% | +6.5% |
| 3Y | +185.8% | +86.9% | +98.9% | +76.9% |
| All | +185.8% | +84.7% | +101.1% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling