+328.4%
GGLL vs XPO
+510.3%
-182.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +1.9% | +2.7% | -0.8% | +1.0% |
| 30D | -9.7% | -6.2% | -3.6% | -8.2% |
| 3M | -18.0% | -15.4% | -2.6% | -14.4% |
| 6M | +15.3% | +0.7% | +14.5% | +13.5% |
| YTD | +2.2% | +39.8% | -37.6% | -10.9% |
| 1Y | +73.1% | +43.3% | +29.8% | +48.3% |
| 3Y | +242.7% | +166.0% | +76.7% | +126.6% |
| All | +328.4% | +510.3% | -182.0% | +102.2% |
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 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