+170.6%
GD vs XPO
+1,289.5%
-1,118.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +9.5% | +4.7% | +4.8% | +8.5% |
| 3M | -5.8% | -7.1% | +1.2% | -4.8% |
| 6M | +7.7% | -6.3% | +14.0% | +8.4% |
| YTD | +11.1% | +39.1% | -28.0% | +3.0% |
| 1Y | +6.1% | +36.7% | -30.6% | -1.5% |
| 3Y | +59.8% | +127.4% | -67.6% | +28.8% |
| 5Y | +104.6% | +315.0% | -210.4% | +37.7% |
| 10Y | +170.6% | +1,263.5% | -1,092.9% | +45.4% |
| All | +170.6% | +1,289.5% | -1,118.9% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling