+5.8%
GAP vs XPO
+262.4%
-256.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.3% |
| 7D | -3.2% | -0.9% | -2.2% | -2.8% |
| 30D | -0.7% | -8.1% | +7.4% | +2.3% |
| 3M | -0.5% | -19.0% | +18.6% | +7.4% |
| 6M | -5.0% | -5.2% | +0.2% | -4.5% |
| YTD | -14.7% | +35.6% | -50.2% | -26.2% |
| 1Y | -8.6% | +41.1% | -49.7% | -23.1% |
| 3Y | +108.4% | +157.9% | -49.5% | +29.2% |
| 5Y | +5.8% | +265.6% | -259.9% | -51.8% |
| All | +5.8% | +262.4% | -256.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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