+290.5%
GME vs XPO
+1,516.3%
-1,225.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.4% | -5.7% | +16.0% | +11.9% |
| 30D | +14.1% | -12.8% | +26.9% | +17.7% |
| 3M | -4.6% | -20.0% | +15.3% | +0.1% |
| 6M | -13.5% | -6.0% | -7.5% | -12.9% |
| YTD | +5.3% | +34.0% | -28.7% | -3.4% |
| 1Y | -14.9% | +35.6% | -50.4% | -22.8% |
| 3Y | +24.3% | +152.3% | -128.0% | -9.3% |
| 5Y | -55.6% | +264.4% | -319.9% | -72.3% |
| All | +290.5% | +1,516.3% | -1,225.8% | +48.0% |
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 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