-45.8%
XE vs GFI
+1.4%
-47.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.4% | -6.2% |
| 7D | -11.4% | -5.1% | -6.3% | -7.9% |
| 30D | -23.0% | +13.4% | -36.4% | -30.4% |
| 3M | -12.1% | +36.2% | -48.3% | -33.1% |
| All | -45.8% | +1.4% | -47.1% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling