+53.9%
GD vs XPO
+122.0%
-68.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.0% | -6.7% | +1.7% | -4.3% |
| 30D | +8.9% | -1.9% | +10.8% | +9.1% |
| 3M | -8.0% | -9.9% | +1.8% | -7.1% |
| 6M | +2.9% | -16.4% | +19.3% | +4.6% |
| YTD | +7.1% | +30.2% | -23.1% | +3.0% |
| 1Y | +5.9% | +29.9% | -24.0% | +1.8% |
| 3Y | +53.9% | +122.6% | -68.8% | +36.8% |
| All | +53.9% | +122.0% | -68.1% | +36.8% |
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 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