+356.1%
GLW vs XPO
+129.7%
+226.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.3% | +3.0% | +7.5% |
| 7D | -5.9% | -1.9% | -4.0% | -5.2% |
| 30D | -26.0% | +2.5% | -28.5% | -26.4% |
| 3M | -29.9% | -7.2% | -22.7% | -28.4% |
| 6M | -37.8% | -8.1% | -29.7% | -36.4% |
| YTD | +33.1% | +38.3% | -5.2% | +25.4% |
| 1Y | +36.8% | +33.6% | +3.3% | +29.6% |
| 3Y | +356.1% | +133.1% | +223.0% | +297.7% |
| All | +356.1% | +129.7% | +226.4% | +297.7% |
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