+52.4%
GEV vs XPO
+38.8%
+13.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.8% |
| 7D | -5.1% | +3.5% | -8.7% | -6.1% |
| 30D | -15.8% | +2.8% | -18.7% | -16.5% |
| 3M | -18.2% | -7.5% | -10.7% | -16.3% |
| 6M | -22.4% | -5.9% | -16.4% | -21.4% |
| YTD | +27.7% | +38.4% | -10.6% | +14.0% |
| 1Y | +52.4% | +33.7% | +18.7% | +39.8% |
| All | +52.4% | +38.8% | +13.6% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling