+100.7%
XME vs GGLL
+210.8%
-110.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +0.3% | +7.7% | -7.4% | -0.9% |
| 30D | -6.1% | -30.2% | +24.1% | -1.1% |
| 3M | -18.6% | -31.3% | +12.6% | -14.3% |
| 6M | -23.9% | -52.1% | +28.2% | -15.4% |
| YTD | -9.3% | -25.9% | +16.5% | -8.4% |
| 1Y | +1.8% | -8.5% | +10.2% | -1.8% |
| 3Y | +93.0% | +165.5% | -72.5% | +41.0% |
| All | +100.7% | +210.8% | -110.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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