+165.2%
GD vs XPO
+1,266.4%
-1,101.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +2.7% | +9.0% | -6.3% | +1.0% |
| 30D | +8.6% | +4.2% | +4.4% | +7.7% |
| 3M | -7.1% | -8.7% | +1.6% | -5.8% |
| 6M | +7.5% | -2.8% | +10.2% | +7.4% |
| YTD | +9.9% | +41.9% | -32.0% | +1.5% |
| 1Y | +7.6% | +42.3% | -34.8% | -0.9% |
| 3Y | +56.2% | +127.3% | -71.1% | +26.0% |
| 5Y | +100.6% | +306.4% | -205.8% | +36.0% |
| All | +165.2% | +1,266.4% | -1,101.2% | +42.4% |
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