-21.1%
GIS vs XPO
+1,516.3%
-1,537.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -5.7% | -0.7% | -6.2% |
| 30D | -6.1% | -12.8% | +6.7% | -5.8% |
| 3M | +7.8% | -20.0% | +27.8% | +8.4% |
| 6M | -8.8% | -6.0% | -2.7% | -8.7% |
| YTD | -19.1% | +34.0% | -53.2% | -19.8% |
| 1Y | -24.8% | +35.6% | -60.3% | -25.5% |
| 3Y | -37.6% | +152.3% | -189.8% | -39.6% |
| 5Y | -25.4% | +264.4% | -289.8% | -29.5% |
| All | -21.1% | +1,516.3% | -1,537.4% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling