-17.7%
GGLL vs XPO
+35.6%
-53.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | -33.1% | +4.7% | -37.8% | -33.6% |
| 3M | -31.2% | -7.1% | -24.1% | -30.5% |
| 6M | -49.4% | -6.3% | -43.1% | -49.2% |
| YTD | -26.8% | +39.1% | -65.9% | -33.1% |
| 1Y | -17.7% | +36.7% | -54.4% | -24.2% |
| All | -17.7% | +35.6% | -53.4% | -24.2% |
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