-12.2%
GGLL vs XPO
+38.8%
-51.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +6.6% |
| 7D | -23.1% | +3.5% | -26.6% | -23.4% |
| 30D | -32.9% | +2.8% | -35.7% | -33.1% |
| 3M | -44.9% | -7.5% | -37.4% | -44.3% |
| 6M | -49.5% | -5.9% | -43.6% | -49.4% |
| YTD | -28.9% | +38.4% | -67.3% | -32.1% |
| 1Y | -12.2% | +33.7% | -45.9% | -15.3% |
| All | -12.2% | +38.8% | -51.0% | -15.3% |
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 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