-2.4%
GFS vs XPO
+279.6%
-282.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.2% |
| 7D | +1.0% | +2.4% | -1.4% | 0.0% |
| 30D | -8.6% | -3.5% | -5.1% | -7.2% |
| 3M | -46.5% | -11.9% | -34.6% | -43.9% |
| 6M | -4.8% | -10.0% | +5.1% | -1.6% |
| YTD | +29.7% | +42.1% | -12.4% | +11.3% |
| 1Y | +35.8% | +47.6% | -11.8% | +13.8% |
| 3Y | -18.3% | +153.6% | -171.9% | -48.3% |
| All | -2.4% | +279.6% | -282.0% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling