+210.8%
GGLL vs XPO
+519.2%
-308.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.8% |
| 7D | +7.7% | +9.0% | -1.3% | +4.9% |
| 30D | -30.2% | +4.2% | -34.4% | -31.2% |
| 3M | -31.3% | -8.7% | -22.6% | -29.8% |
| 6M | -52.1% | -2.8% | -49.3% | -52.4% |
| YTD | -25.9% | +41.9% | -67.7% | -35.9% |
| 1Y | -8.5% | +42.3% | -50.8% | -21.1% |
| 3Y | +165.5% | +127.3% | +38.3% | +85.7% |
| All | +210.8% | +519.2% | -308.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling