+526.0%
GLW vs XPO
+1,266.4%
-740.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -5.0% |
| 7D | +7.7% | +9.0% | -1.2% | +5.0% |
| 30D | -18.8% | +4.2% | -23.0% | -19.8% |
| 3M | -27.7% | -8.7% | -19.1% | -25.7% |
| 6M | -44.4% | -2.8% | -41.7% | -44.0% |
| YTD | +31.3% | +41.9% | -10.6% | +18.5% |
| 1Y | +40.0% | +42.3% | -2.3% | +26.0% |
| 3Y | +339.2% | +127.3% | +212.0% | +225.1% |
| 5Y | +229.2% | +306.4% | -77.2% | +90.1% |
| All | +526.0% | +1,266.4% | -740.4% | +135.2% |
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 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