+57.8%
GD vs XPO
+128.6%
-70.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | +9.5% | +4.7% | +4.8% | +8.9% |
| 3M | -5.8% | -7.1% | +1.2% | -5.2% |
| 6M | +7.7% | -6.3% | +14.0% | +8.2% |
| YTD | +11.1% | +39.1% | -28.0% | +6.1% |
| 1Y | +6.1% | +36.7% | -30.6% | +1.4% |
| All | +57.8% | +128.6% | -70.8% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling