+289.2%
GFI vs XPO
+151.0%
+138.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -5.7% | +0.8% | -4.5% |
| 30D | +10.7% | -12.8% | +23.5% | +11.6% |
| 3M | +25.6% | -20.0% | +45.6% | +27.2% |
| 6M | -8.3% | -6.0% | -2.2% | -7.9% |
| YTD | +6.3% | +34.0% | -27.7% | +6.5% |
| 1Y | +22.1% | +35.6% | -13.5% | +22.4% |
| 3Y | +289.2% | +152.3% | +136.9% | +284.4% |
| All | +289.2% | +151.0% | +138.2% | +284.4% |
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