+417.9%
GE vs XPO
+262.4%
+155.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -2.0% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -11.3% | -8.1% | -3.2% | -9.3% |
| 3M | -1.4% | -19.0% | +17.6% | +3.9% |
| 6M | +1.2% | -5.2% | +6.4% | +2.0% |
| YTD | +5.9% | +35.6% | -29.6% | -3.6% |
| 1Y | +18.4% | +41.1% | -22.7% | +5.5% |
| 3Y | +271.0% | +157.9% | +113.1% | +161.2% |
| 5Y | +417.9% | +265.6% | +152.3% | +204.0% |
| All | +417.9% | +262.4% | +155.5% | +204.0% |
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