+242.4%
GIS vs XPO
+10,152.6%
-9,910.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -8.3% | +2.7% | -11.0% | -8.3% |
| 30D | +2.2% | -6.2% | +8.3% | +2.3% |
| 3M | +15.7% | -15.4% | +31.1% | +16.1% |
| 6M | -12.0% | +0.7% | -12.7% | -12.0% |
| YTD | -15.0% | +39.8% | -54.8% | -15.7% |
| 1Y | -20.1% | +43.3% | -63.4% | -20.9% |
| 3Y | -34.6% | +166.0% | -200.7% | -36.4% |
| 5Y | -22.8% | +274.2% | -297.0% | -26.0% |
| 10Y | -18.5% | +1,429.0% | -1,447.5% | -25.0% |
| All | +242.4% | +10,152.6% | -9,910.2% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling