-48.9%
XE vs GFI
+0.1%
-48.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.5% | -4.8% |
| 7D | -15.7% | -4.9% | -10.8% | -12.5% |
| 30D | -26.6% | +10.7% | -37.4% | -32.4% |
| 3M | -20.3% | +25.6% | -45.9% | -34.4% |
| All | -48.9% | +0.1% | -48.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · Available span rolling