+606.9%
GEV vs XPO
+47.1%
+559.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -8.7% | -10.4% | +1.7% | -5.4% |
| 3M | +6.6% | -15.7% | +22.3% | +12.2% |
| 6M | +10.2% | -6.3% | +16.6% | +11.3% |
| YTD | +41.6% | +34.2% | +7.5% | +25.5% |
| 1Y | +43.9% | +39.9% | +3.9% | +24.8% |
| All | +606.9% | +47.1% | +559.8% | +470.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling