+643.2%
GEV vs XPO
+53.3%
+589.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | +8.1% | +2.7% | +5.4% | +7.1% |
| 30D | -1.9% | -6.2% | +4.3% | +0.1% |
| 3M | +4.1% | -15.4% | +19.5% | +9.5% |
| 6M | +23.2% | +0.7% | +22.5% | +21.4% |
| YTD | +48.9% | +39.8% | +9.0% | +30.2% |
| 1Y | +62.2% | +43.3% | +18.9% | +39.6% |
| All | +643.2% | +53.3% | +589.8% | +491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling