+135.3%
XME vs FGI
-70.0%
+205.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.2% | -4.1% | +3.9% | -0.1% |
| 30D | -9.2% | -3.4% | -5.8% | -9.1% |
| 3M | -17.8% | +61.8% | -79.5% | -19.3% |
| 6M | -20.0% | +17.0% | -37.1% | -21.2% |
| YTD | -6.6% | +31.4% | -38.0% | -9.5% |
| 1Y | +1.8% | +42.7% | -40.9% | -1.9% |
| 3Y | +98.7% | -0.1% | +98.9% | +89.8% |
| All | +135.3% | -70.0% | +205.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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