+1,370.6%
GD vs XPO
+10,316.6%
-8,946.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.2% |
| 7D | -5.3% | +2.4% | -7.7% | -5.5% |
| 30D | -6.4% | -3.5% | -2.9% | -6.2% |
| 3M | +5.7% | -11.9% | +17.6% | +6.8% |
| 6M | -0.9% | -10.0% | +9.0% | -0.4% |
| YTD | +8.2% | +42.1% | -33.9% | +4.0% |
| 1Y | +13.4% | +47.6% | -34.2% | +8.5% |
| 3Y | +68.5% | +153.6% | -85.1% | +50.4% |
| 5Y | +97.2% | +266.5% | -169.4% | +66.5% |
| 10Y | +190.2% | +1,460.4% | -1,270.3% | +115.5% |
| All | +1,370.6% | +10,316.6% | -8,946.0% | +876.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling