+1,365.2%
GD vs XPO
+9,420.0%
-8,054.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.8% | -1.7% |
| 7D | -3.9% | -3.6% | -0.3% | -3.6% |
| 30D | +8.1% | -3.8% | +11.9% | +8.4% |
| 3M | -6.8% | -11.8% | +5.1% | -5.8% |
| 6M | +3.0% | -15.0% | +18.0% | +4.3% |
| YTD | +7.8% | +29.9% | -22.1% | +4.5% |
| 1Y | +5.8% | +27.6% | -21.8% | +2.6% |
| 3Y | +55.3% | +121.9% | -66.6% | +40.6% |
| 5Y | +96.7% | +277.9% | -181.2% | +65.7% |
| 10Y | +195.4% | +1,371.4% | -1,176.0% | +120.9% |
| All | +1,365.2% | +9,420.0% | -8,054.8% | +880.4% |
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 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