+132.0%
XME vs FGI
-66.3%
+198.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -2.1% |
| 7D | +5.3% | +13.5% | -8.2% | +5.1% |
| 30D | -8.2% | +17.1% | -25.3% | -8.4% |
| 3M | -18.4% | +78.0% | -96.4% | -20.0% |
| 6M | -22.8% | +46.4% | -69.3% | -24.2% |
| YTD | -7.9% | +47.7% | -55.6% | -11.0% |
| 1Y | -0.9% | +56.8% | -57.7% | -4.6% |
| 3Y | +96.0% | +12.3% | +83.7% | +86.8% |
| All | +132.0% | -66.3% | +198.4% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling