+710.2%
GS vs XME
+169.9%
+540.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -2.1% |
| 7D | -3.2% | -4.5% | +1.3% | -0.9% |
| 30D | -2.4% | -10.9% | +8.5% | +3.5% |
| 3M | -15.7% | -15.3% | -0.5% | -8.7% |
| 6M | -6.8% | -24.6% | +17.9% | +7.1% |
| YTD | -0.1% | -9.6% | +9.6% | +3.5% |
| 1Y | +12.1% | +2.9% | +9.2% | +8.4% |
| 3Y | +185.8% | +86.9% | +98.9% | +99.4% |
| 5Y | +140.1% | +115.2% | +24.9% | +49.0% |
| 10Y | +505.2% | +305.7% | +199.5% | +154.3% |
| All | +710.2% | +169.9% | +540.3% | +211.3% |
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