+237.8%
XME vs GAP
+126.2%
+111.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.1% | -4.5% | +4.4% | +1.3% |
| 30D | +6.0% | +9.0% | -3.1% | +2.4% |
| 3M | -7.7% | +5.0% | -12.7% | -10.1% |
| 6M | +1.0% | -17.8% | +18.8% | +5.2% |
| YTD | +14.6% | -10.4% | +25.0% | +15.6% |
| 1Y | +46.0% | -3.4% | +49.3% | +42.6% |
| 3Y | +127.0% | +111.5% | +15.5% | +49.1% |
| 5Y | +175.8% | +8.8% | +167.0% | +109.7% |
| 10Y | +414.6% | +32.9% | +381.7% | +179.9% |
| All | +237.8% | +126.2% | +111.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling