+46.0%
XME vs GFI
+45.3%
+0.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -0.1% | +3.1% | -3.2% | -1.5% |
| 30D | +6.0% | +27.1% | -21.1% | -4.2% |
| 3M | -7.7% | +21.2% | -28.9% | -15.6% |
| 6M | +1.0% | -4.5% | +5.5% | 0.0% |
| YTD | +14.6% | +11.7% | +2.9% | +5.9% |
| 1Y | +46.0% | +46.0% | -0.1% | +26.5% |
| All | +46.0% | +45.3% | +0.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling