+25.2%
GFS vs XPO
+36.4%
-11.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +17.2% | +6.9% | +10.4% | +14.3% |
| 30D | -8.7% | +4.1% | -12.8% | -10.0% |
| 3M | -19.7% | -9.7% | -9.9% | -16.6% |
| 6M | -40.7% | -3.8% | -36.9% | -40.0% |
| YTD | +22.5% | +38.8% | -16.2% | +11.5% |
| 1Y | +25.2% | +34.2% | -9.0% | +15.4% |
| All | +25.2% | +36.4% | -11.2% | +15.4% |
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