+93.0%
XME vs GAP
+70.6%
+22.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.5% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -6.1% | -7.1% | +0.9% | -5.2% |
| 3M | -18.6% | +4.1% | -22.7% | -19.5% |
| 6M | -23.9% | +1.9% | -25.8% | -24.8% |
| YTD | -9.3% | -15.2% | +5.9% | -8.2% |
| 1Y | +1.8% | -10.6% | +12.4% | +2.1% |
| 3Y | +93.0% | +74.6% | +18.4% | +75.2% |
| All | +93.0% | +70.6% | +22.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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 · 6 months rolling