+8.6%
GTLB vs XME
-2.0%
+10.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.0% |
| 7D | -0.7% | +0.3% | -1.1% | -0.8% |
| 30D | -10.2% | -6.1% | -4.1% | -9.9% |
| 3M | +10.1% | -18.6% | +28.7% | +10.7% |
| 6M | +116.5% | -23.9% | +140.4% | +117.7% |
| YTD | +27.2% | -9.3% | +36.5% | +31.2% |
| 1Y | +8.6% | +1.8% | +6.8% | +14.4% |
| All | +8.6% | -2.0% | +10.6% | +14.4% |
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