+16.9%
GME vs XPO
+153.8%
-137.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.4% | +5.7% |
| 7D | +4.8% | -0.9% | +5.8% | +4.9% |
| 30D | +5.9% | -8.1% | +13.9% | +6.9% |
| 3M | -10.7% | -19.0% | +8.3% | -8.5% |
| 6M | -19.8% | -5.2% | -14.6% | -19.5% |
| YTD | -0.9% | +35.6% | -36.5% | -5.3% |
| 1Y | -15.7% | +41.1% | -56.8% | -20.1% |
| All | +16.9% | +153.8% | -137.0% | +3.2% |
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