+37.1%
GFS vs XPO
+45.2%
-8.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +2.6% | +2.7% | 0.0% | +1.7% |
| 30D | -16.4% | -6.2% | -10.2% | -14.4% |
| 3M | -41.6% | -15.4% | -26.2% | -38.4% |
| 6M | -3.7% | +0.7% | -4.4% | -4.2% |
| YTD | +29.3% | +39.8% | -10.5% | +17.5% |
| 1Y | +37.1% | +43.3% | -6.2% | +23.0% |
| All | +37.1% | +45.2% | -8.1% | +23.0% |
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 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