-54.5%
GTLB vs XME
+169.3%
-223.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +4.3% |
| 7D | -4.1% | -3.0% | -1.0% | -2.4% |
| 30D | +12.3% | -2.6% | +14.9% | +13.7% |
| 3M | +65.9% | +2.2% | +63.8% | +61.5% |
| 6M | +104.0% | +0.7% | +103.3% | +95.3% |
| YTD | +26.0% | +10.9% | +15.1% | +10.2% |
| 1Y | -3.5% | +35.7% | -39.2% | -29.5% |
| 3Y | -9.6% | +127.1% | -136.8% | -58.0% |
| All | -54.5% | +169.3% | -223.8% | -78.1% |
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