+47.1%
GM vs XPO
+39.1%
+8.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -5.7% | +3.2% | -1.3% |
| 30D | -1.1% | -12.8% | +11.7% | +1.4% |
| 3M | +6.1% | -20.0% | +26.1% | +10.5% |
| 6M | +15.0% | -6.0% | +21.0% | +16.3% |
| YTD | +6.0% | +34.0% | -28.1% | +1.5% |
| 1Y | +47.1% | +35.6% | +11.5% | +41.6% |
| All | +47.1% | +39.1% | +8.0% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling