-24.8%
GIS vs XPO
+39.1%
-63.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -5.7% | -0.7% | -6.3% |
| 30D | -6.1% | -12.8% | +6.7% | -5.7% |
| 3M | +7.8% | -20.0% | +27.8% | +8.4% |
| 6M | -8.8% | -6.0% | -2.7% | -8.4% |
| YTD | -19.1% | +34.0% | -53.2% | -19.3% |
| 1Y | -24.8% | +35.6% | -60.3% | -25.6% |
| All | -24.8% | +39.1% | -63.8% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling