+632.4%
GEV vs XPO
+47.0%
+585.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -5.7% | +7.3% | +3.6% |
| 30D | -7.9% | -12.8% | +4.9% | -3.7% |
| 3M | +5.6% | -20.0% | +25.6% | +13.2% |
| 6M | +13.1% | -6.0% | +19.1% | +14.0% |
| YTD | +46.7% | +34.0% | +12.7% | +30.1% |
| 1Y | +51.3% | +35.6% | +15.7% | +32.8% |
| All | +632.4% | +47.0% | +585.5% | +491.5% |
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