+199.8%
GS vs XME
+93.2%
+106.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +5.9% | +0.3% | +5.6% | +5.6% |
| 30D | +4.3% | -6.1% | +10.4% | +7.9% |
| 3M | -11.7% | -18.6% | +7.0% | -1.5% |
| 6M | -3.2% | -23.9% | +20.7% | +11.3% |
| YTD | +5.8% | -9.3% | +15.1% | +8.5% |
| 1Y | +16.0% | +1.8% | +14.3% | +10.9% |
| 3Y | +199.8% | +93.0% | +106.8% | +82.2% |
| All | +199.8% | +93.2% | +106.6% | +82.2% |
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