+124.3%
XME vs GFI
+287.6%
-163.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -4.2% | -4.9% | +0.6% | -2.8% |
| 30D | -2.7% | +10.7% | -13.4% | -5.7% |
| 3M | -3.9% | +25.6% | -29.5% | -10.7% |
| 6M | -1.0% | -8.3% | +7.3% | -0.4% |
| YTD | +9.8% | +6.3% | +3.5% | +6.3% |
| 1Y | +32.5% | +22.1% | +10.5% | +23.9% |
| 3Y | +124.3% | +289.2% | -164.8% | +60.2% |
| All | +124.3% | +287.6% | -163.3% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling