+713.1%
GS vs XME
+161.1%
+552.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.6% | -0.8% | -3.5% |
| 7D | -6.3% | -10.5% | +4.2% | -0.7% |
| 30D | -3.1% | -16.5% | +13.3% | +6.3% |
| 3M | -17.7% | -19.2% | +1.5% | -8.5% |
| 6M | -4.6% | -23.8% | +19.3% | +9.0% |
| YTD | +0.3% | -12.6% | +12.9% | +5.7% |
| 1Y | +11.7% | -0.1% | +11.9% | +9.8% |
| 3Y | +183.6% | +79.3% | +104.3% | +102.3% |
| 5Y | +141.0% | +108.2% | +32.8% | +52.2% |
| 10Y | +507.4% | +292.6% | +214.9% | +159.7% |
| All | +713.1% | +161.1% | +552.0% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling