+637.6%
GRMN vs XPO
+1,517.7%
-880.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -12.1% | -10.4% | -1.7% | -9.8% |
| 3M | +18.0% | -15.7% | +33.7% | +22.5% |
| 6M | +13.7% | -6.3% | +20.1% | +14.6% |
| YTD | +35.3% | +34.2% | +1.1% | +24.3% |
| 1Y | +17.2% | +39.9% | -22.7% | +5.9% |
| 3Y | +179.6% | +155.2% | +24.4% | +112.3% |
| 5Y | +75.6% | +264.7% | -189.1% | +16.7% |
| All | +637.6% | +1,517.7% | -880.1% | +247.3% |
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