+328.7%
GGLL vs XPO
+520.1%
-191.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -3.7% |
| 7D | -4.8% | +2.4% | -7.2% | -5.6% |
| 30D | -13.7% | -3.5% | -10.2% | -13.0% |
| 3M | -21.9% | -11.9% | -9.9% | -19.5% |
| 6M | +11.7% | -10.0% | +21.6% | +13.8% |
| YTD | +2.3% | +42.1% | -39.8% | -11.3% |
| 1Y | +76.2% | +47.6% | +28.6% | +49.5% |
| 3Y | +245.0% | +153.6% | +91.4% | +132.0% |
| All | +328.7% | +520.1% | -191.4% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling