+35.8%
GFS vs XPO
+53.4%
-17.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.1% |
| 7D | +1.0% | +2.4% | -1.4% | +0.1% |
| 30D | -8.6% | -3.5% | -5.1% | -7.3% |
| 3M | -46.5% | -11.9% | -34.6% | -44.4% |
| 6M | -4.8% | -10.0% | +5.1% | -3.0% |
| YTD | +29.7% | +42.1% | -12.4% | +17.3% |
| 1Y | +35.8% | +47.6% | -11.8% | +21.2% |
| All | +35.8% | +53.4% | -17.6% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling