-2.7%
GFS vs XPO
+273.6%
-276.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +2.6% | +2.7% | 0.0% | +1.5% |
| 30D | -16.4% | -6.2% | -10.2% | -14.2% |
| 3M | -41.6% | -15.4% | -26.2% | -37.8% |
| 6M | -3.7% | +0.7% | -4.4% | -4.5% |
| YTD | +29.3% | +39.8% | -10.5% | +11.7% |
| 1Y | +37.1% | +43.3% | -6.2% | +16.2% |
| 3Y | -22.1% | +166.0% | -188.2% | -51.7% |
| All | -2.7% | +273.6% | -276.3% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling