+149.5%
XME vs GWRE
+741.3%
-591.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -4.2% | -13.2% | +9.0% | -1.0% |
| 30D | -2.7% | -18.6% | +15.9% | +1.0% |
| 3M | -3.9% | +18.9% | -22.8% | -10.6% |
| 6M | -1.0% | -11.0% | +10.0% | -2.2% |
| YTD | +9.8% | -29.9% | +39.7% | +14.8% |
| 1Y | +32.5% | -44.3% | +76.9% | +47.9% |
| 3Y | +124.3% | +51.7% | +72.7% | +81.8% |
| 5Y | +165.8% | +15.4% | +150.4% | +125.9% |
| 10Y | +411.8% | +129.4% | +282.4% | +253.5% |
| All | +149.5% | +741.3% | -591.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 all: compounded portfolio wealth divided by compounded GWRE 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…
all analysis · Full analysis span regression · 6 months rolling