+12.6%
GTLB vs XME
+5.2%
+7.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -9.7% | -5.5% | -4.2% | -9.4% |
| 30D | +1.7% | -11.1% | +12.8% | +2.2% |
| 3M | +43.6% | -11.1% | +54.7% | +44.6% |
| 6M | +113.0% | -18.0% | +131.0% | +113.8% |
| YTD | +39.5% | -7.4% | +46.9% | +40.2% |
| 1Y | +12.6% | +6.7% | +6.0% | +12.3% |
| All | +12.6% | +5.2% | +7.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling