+2,267.9%
GRMN vs XPO
+10,152.6%
-7,884.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +0.2% | +2.7% | -2.5% | -0.2% |
| 30D | -11.3% | -6.2% | -5.1% | -10.7% |
| 3M | +17.7% | -15.4% | +33.1% | +19.9% |
| 6M | +14.2% | +0.7% | +13.4% | +13.7% |
| YTD | +37.0% | +39.8% | -2.8% | +30.8% |
| 1Y | +17.0% | +43.3% | -26.3% | +11.1% |
| 3Y | +183.2% | +166.0% | +17.2% | +147.6% |
| 5Y | +77.3% | +274.2% | -196.9% | +46.5% |
| 10Y | +630.9% | +1,429.0% | -798.2% | +424.9% |
| All | +2,267.9% | +10,152.6% | -7,884.7% | +1,421.4% |
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