-34.7%
GFS vs XPO
+275.5%
-310.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | -7.8% | -6.7% | -1.2% | -5.1% |
| 30D | -19.7% | -1.9% | -17.8% | -19.1% |
| 3M | -23.1% | -9.9% | -13.2% | -19.9% |
| 6M | -46.4% | -16.4% | -30.0% | -42.8% |
| YTD | +11.0% | +30.2% | -19.2% | -1.8% |
| 1Y | +12.6% | +29.9% | -17.2% | -0.7% |
| 3Y | -24.9% | +122.6% | -147.6% | -50.1% |
| All | -34.7% | +275.5% | -310.2% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling