+9.3%
GEHC vs XPO
+399.1%
-389.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.7% |
| 7D | -7.6% | -0.9% | -6.7% | -7.5% |
| 30D | -10.7% | -8.1% | -2.6% | -9.1% |
| 3M | -1.2% | -19.0% | +17.8% | +3.2% |
| 6M | -13.7% | -5.2% | -8.6% | -13.2% |
| YTD | -20.4% | +35.6% | -56.0% | -26.5% |
| 1Y | -17.0% | +41.1% | -58.1% | -24.4% |
| 3Y | +0.9% | +157.9% | -157.0% | -17.8% |
| All | +9.3% | +399.1% | -389.8% | -17.0% |
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