-30.1%
GFS vs XPO
+306.2%
-336.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.6% |
| 7D | +7.4% | +9.0% | -1.6% | +3.7% |
| 30D | -15.3% | +4.2% | -19.4% | -16.7% |
| 3M | -21.1% | -8.7% | -12.4% | -18.3% |
| 6M | -44.5% | -2.8% | -41.7% | -44.2% |
| YTD | +19.2% | +41.9% | -22.6% | +1.8% |
| 1Y | +27.2% | +42.3% | -15.1% | +8.1% |
| 3Y | -20.1% | +127.3% | -147.4% | -47.5% |
| All | -30.1% | +306.2% | -336.3% | -68.0% |
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 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