+102.5%
GD vs XPO
+311.4%
-208.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.9% | -1.5% | -0.3% | -1.7% |
| 30D | +10.9% | +2.6% | +8.3% | +10.6% |
| 3M | -6.8% | -6.1% | -0.6% | -6.2% |
| 6M | +7.0% | -8.0% | +15.0% | +7.7% |
| YTD | +11.1% | +38.5% | -27.4% | +6.2% |
| 1Y | +7.0% | +35.0% | -28.0% | +2.5% |
| 3Y | +59.9% | +126.5% | -66.5% | +41.5% |
| 5Y | +102.5% | +315.4% | -213.0% | +59.1% |
| All | +102.5% | +311.4% | -208.9% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling