+75.8%
GM vs XPO
+261.3%
-185.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -5.7% | +3.2% | -0.8% |
| 30D | -1.1% | -12.8% | +11.7% | +2.8% |
| 3M | +6.1% | -20.0% | +26.1% | +12.8% |
| 6M | +15.0% | -6.0% | +21.0% | +16.2% |
| YTD | +6.0% | +34.0% | -28.1% | -4.7% |
| 1Y | +47.1% | +35.6% | +11.5% | +30.7% |
| 3Y | +170.5% | +152.3% | +18.2% | +78.8% |
| All | +75.8% | +261.3% | -185.5% | -10.9% |
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