+253.6%
XME vs GPC
+74.9%
+178.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -6.1% | -6.3% | +0.2% | -3.3% |
| 3M | -18.6% | -8.2% | -10.5% | -15.4% |
| 6M | -23.9% | +27.1% | -51.0% | -34.1% |
| YTD | -9.3% | +3.1% | -12.5% | -13.9% |
| 1Y | +1.8% | +0.1% | +1.7% | -1.8% |
| 3Y | +93.0% | +0.2% | +92.8% | +76.5% |
| 5Y | +107.0% | +4.9% | +102.1% | +80.2% |
| All | +253.6% | +74.9% | +178.7% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling