-12.3%
GFS vs XPO
+269.6%
-282.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +2.4% |
| 7D | -3.1% | -1.9% | -1.2% | -2.2% |
| 30D | -16.0% | +2.5% | -18.5% | -16.8% |
| 3M | -24.7% | -7.2% | -17.5% | -22.5% |
| 6M | -45.1% | -8.1% | -37.1% | -43.6% |
| YTD | +16.5% | +38.3% | -21.9% | +0.9% |
| 1Y | +19.3% | +33.6% | -14.2% | +4.4% |
| 3Y | -20.0% | +133.1% | -153.0% | -47.2% |
| 5Y | -32.0% | +308.9% | -340.9% | -68.5% |
| All | -12.3% | +269.6% | -282.0% | -60.0% |
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