+2,847.6%
GWW vs XME
+170.7%
+2,676.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +3.6% | +0.3% | +3.2% | +3.3% |
| 30D | +12.1% | -6.1% | +18.2% | +14.2% |
| 3M | +12.9% | -18.6% | +31.5% | +20.1% |
| 6M | +19.3% | -23.9% | +43.2% | +28.6% |
| YTD | +48.7% | -9.3% | +58.1% | +49.6% |
| 1Y | +60.5% | +1.8% | +58.7% | +54.8% |
| 3Y | +93.3% | +93.0% | +0.3% | +44.9% |
| 5Y | +219.0% | +107.0% | +112.0% | +126.7% |
| 10Y | +659.0% | +266.9% | +392.0% | +312.8% |
| All | +2,847.6% | +170.7% | +2,676.9% | +1,341.3% |
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