-4.8%
GFS vs XPO
-11.2%
+6.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.7% |
| 7D | +1.0% | +2.4% | -1.4% | -0.3% |
| 30D | -8.6% | -3.5% | -5.1% | -6.7% |
| 3M | -46.5% | -11.9% | -34.6% | -43.5% |
| 6M | -4.8% | -10.0% | +5.1% | -2.4% |
| All | -4.8% | -11.2% | +6.4% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling