+195.8%
GGLL vs XPO
+503.8%
-308.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +0.6% |
| 7D | +6.3% | -1.9% | +8.3% | +6.9% |
| 30D | -35.1% | +2.5% | -37.6% | -35.7% |
| 3M | -37.7% | -7.2% | -30.5% | -36.7% |
| 6M | -54.1% | -8.1% | -46.0% | -53.6% |
| YTD | -29.4% | +38.3% | -67.8% | -38.5% |
| 1Y | -13.4% | +33.6% | -47.0% | -23.8% |
| 3Y | +158.3% | +133.1% | +25.2% | +78.7% |
| All | +195.8% | +503.8% | -308.0% | +39.5% |
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