+230.7%
GM vs XPO
+4,622.9%
-4,392.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.6% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | -4.6% | -8.1% | +3.5% | -2.6% |
| 3M | +0.2% | -19.0% | +19.2% | +5.5% |
| 6M | +12.6% | -5.2% | +17.8% | +13.5% |
| YTD | +3.7% | +35.6% | -31.9% | -5.7% |
| 1Y | +45.6% | +41.1% | +4.5% | +30.2% |
| 3Y | +162.0% | +157.9% | +4.1% | +89.3% |
| 5Y | +80.5% | +265.6% | -185.2% | +13.7% |
| 10Y | +231.3% | +1,516.8% | -1,285.5% | +46.5% |
| All | +230.7% | +4,622.9% | -4,392.2% | +15.0% |
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