-25.2%
GIS vs XPO
+257.8%
-283.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.0% |
| 7D | -8.4% | -1.3% | -7.1% | -8.4% |
| 30D | -5.2% | -10.4% | +5.2% | -5.2% |
| 3M | +8.2% | -15.7% | +23.9% | +8.2% |
| 6M | -12.0% | -6.3% | -5.7% | -12.0% |
| YTD | -18.9% | +34.2% | -53.0% | -18.8% |
| 1Y | -23.6% | +39.9% | -63.6% | -23.5% |
| 3Y | -37.6% | +155.2% | -192.8% | -37.3% |
| 5Y | -25.2% | +264.7% | -289.9% | -26.2% |
| All | -25.2% | +257.8% | -283.0% | -26.2% |
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