+33.1%
GDDY vs XPO
+151.0%
-117.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.2% | -5.7% | +2.5% | -2.4% |
| 30D | +6.8% | -12.8% | +19.6% | +8.9% |
| 3M | +30.5% | -20.0% | +50.4% | +34.6% |
| 6M | +13.3% | -6.0% | +19.4% | +13.2% |
| YTD | -21.0% | +34.0% | -55.0% | -26.0% |
| 1Y | -34.0% | +35.6% | -69.6% | -38.6% |
| 3Y | +33.1% | +152.3% | -119.2% | +9.7% |
| All | +33.1% | +151.0% | -117.9% | +9.7% |
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