+181.5%
XME vs GAP
+6.6%
+174.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | +0.2% |
| 7D | -0.2% | -3.2% | +2.9% | +0.4% |
| 30D | +1.4% | -0.7% | +2.1% | +1.2% |
| 3M | +2.7% | -0.5% | +3.2% | +2.3% |
| 6M | +6.5% | -5.0% | +11.5% | +6.5% |
| YTD | +15.2% | -14.7% | +29.9% | +17.1% |
| 1Y | +43.5% | -8.6% | +52.1% | +43.4% |
| 3Y | +135.9% | +108.4% | +27.5% | +84.9% |
| 5Y | +181.5% | +5.8% | +175.7% | +127.8% |
| All | +181.5% | +6.6% | +174.8% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling