+133.5%
XME vs GPC
+0.9%
+132.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | +6.0% | +6.0% | 0.0% | +4.4% |
| 3M | -7.7% | +42.6% | -50.4% | -16.8% |
| 6M | +1.0% | +22.8% | -21.8% | -5.4% |
| YTD | +14.6% | +15.5% | -0.8% | +8.5% |
| 1Y | +46.0% | +2.0% | +43.9% | +43.0% |
| All | +133.5% | +0.9% | +132.6% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling