+155.4%
GS vs XME
+119.2%
+36.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.4% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | +1.7% | -9.2% | +10.8% | +6.5% |
| 3M | -11.6% | -17.8% | +6.2% | -3.0% |
| 6M | -1.9% | -20.0% | +18.1% | +8.6% |
| YTD | +5.1% | -6.6% | +11.6% | +6.7% |
| 1Y | +16.4% | +1.8% | +14.7% | +13.3% |
| 3Y | +199.0% | +98.7% | +100.2% | +106.6% |
| All | +155.4% | +119.2% | +36.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling