+485.3%
GFI vs XPO
+9,727.5%
-9,242.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -5.7% | +0.8% | -4.6% |
| 30D | +10.7% | -12.8% | +23.5% | +11.3% |
| 3M | +25.6% | -20.0% | +45.6% | +26.7% |
| 6M | -8.3% | -6.0% | -2.2% | -8.1% |
| YTD | +6.3% | +34.0% | -27.7% | +5.1% |
| 1Y | +22.1% | +35.6% | -13.5% | +20.5% |
| 3Y | +289.2% | +152.3% | +136.9% | +272.0% |
| 5Y | +531.7% | +264.4% | +267.3% | +489.1% |
| 10Y | +1,043.8% | +1,498.6% | -454.9% | +906.7% |
| All | +485.3% | +9,727.5% | -9,242.2% | +391.5% |
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 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