+7.7%
GEHC vs XPO
+393.9%
-386.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -7.9% | -1.3% | -6.5% | -7.6% |
| 30D | -11.7% | -10.4% | -1.3% | -9.6% |
| 3M | +0.8% | -15.7% | +16.5% | +4.4% |
| 6M | -11.6% | -6.3% | -5.2% | -10.8% |
| YTD | -21.6% | +34.2% | -55.7% | -27.4% |
| 1Y | -15.3% | +39.9% | -55.3% | -22.7% |
| 3Y | -0.5% | +155.2% | -155.7% | -18.7% |
| All | +7.7% | +393.9% | -386.2% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling