-54.6%
GTLB vs XME
+181.5%
-236.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -6.0% |
| 7D | +4.6% | +3.6% | +1.0% | +2.5% |
| 30D | +21.0% | +3.6% | +17.4% | +18.1% |
| 3M | +51.7% | +1.2% | +50.5% | +49.1% |
| 6M | +89.3% | +9.0% | +80.2% | +72.2% |
| YTD | +25.6% | +15.9% | +9.7% | +7.1% |
| 1Y | -1.5% | +43.2% | -44.7% | -30.4% |
| 3Y | -9.9% | +137.4% | -147.3% | -59.1% |
| All | -54.6% | +181.5% | -236.1% | -78.7% |
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