+217.5%
GGLL vs XPO
+505.6%
-288.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +11.5% | +6.9% | +4.7% | +9.3% |
| 30D | -31.2% | +4.1% | -35.3% | -32.2% |
| 3M | -28.7% | -9.7% | -18.9% | -26.8% |
| 6M | -47.2% | -3.8% | -43.4% | -47.4% |
| YTD | -24.3% | +38.8% | -63.0% | -34.1% |
| 1Y | -12.0% | +34.2% | -46.2% | -22.7% |
| 3Y | +169.6% | +126.9% | +42.7% | +88.4% |
| All | +217.5% | +505.6% | -288.1% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling