+23.2%
GH vs XPO
+257.8%
-234.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -3.7% | -10.4% | +6.7% | +0.8% |
| 3M | +21.7% | -15.7% | +37.4% | +30.3% |
| 6M | +75.7% | -6.3% | +82.1% | +77.4% |
| YTD | +55.7% | +34.2% | +21.5% | +30.3% |
| 1Y | +181.1% | +39.9% | +141.2% | +128.6% |
| 3Y | +371.6% | +155.2% | +216.4% | +148.8% |
| 5Y | +23.2% | +264.7% | -241.5% | -56.6% |
| All | +23.2% | +257.8% | -234.6% | -56.6% |
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