+561.8%
GWW vs XME
+421.4%
+140.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -3.4% | -4.2% | +0.8% | -1.9% |
| 30D | -1.9% | -2.7% | +0.8% | -1.3% |
| 3M | -2.4% | -3.9% | +1.5% | -1.8% |
| 6M | +15.7% | -1.0% | +16.7% | +14.1% |
| YTD | +27.6% | +9.8% | +17.8% | +20.4% |
| 1Y | +27.2% | +32.5% | -5.4% | +10.7% |
| 3Y | +89.7% | +124.3% | -34.7% | +31.1% |
| 5Y | +223.9% | +165.8% | +58.1% | +100.4% |
| All | +561.8% | +421.4% | +140.4% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling