+0.7%
GAP vs XPO
-7.6%
+8.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -9.3% | +0.5% | -9.8% | -9.5% |
| 30D | -5.5% | +4.7% | -10.2% | -5.8% |
| 3M | +3.5% | -7.1% | +10.6% | +3.5% |
| 6M | +0.7% | -6.3% | +6.9% | +1.1% |
| All | +0.7% | -7.6% | +8.3% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling