-60.1%
GTLB vs XME
+108.0%
-168.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.9% |
| 7D | -0.7% | +0.3% | -1.1% | -1.2% |
| 30D | -10.2% | -6.1% | -4.1% | -7.1% |
| 3M | +10.1% | -18.6% | +28.7% | +23.1% |
| 6M | +116.5% | -23.9% | +140.4% | +147.4% |
| YTD | +27.2% | -9.3% | +36.5% | +24.3% |
| 1Y | +8.6% | +1.8% | +6.8% | -3.8% |
| 3Y | +5.6% | +93.0% | -87.4% | -47.3% |
| All | -60.1% | +108.0% | -168.0% | -78.6% |
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