-35.4%
GIS vs XPO
+153.8%
-189.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.6% |
| 7D | -8.6% | -0.9% | -7.7% | -8.6% |
| 30D | -0.5% | -8.1% | +7.6% | -0.5% |
| 3M | +11.9% | -19.0% | +30.9% | +11.9% |
| 6M | -11.6% | -5.2% | -6.4% | -11.5% |
| YTD | -16.3% | +35.6% | -51.9% | -16.0% |
| 1Y | -21.8% | +41.1% | -62.9% | -21.4% |
| All | -35.4% | +153.8% | -189.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling