+41.4%
GS vs XPO
+53.4%
-12.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.0% |
| 7D | +0.9% | +2.4% | -1.5% | +0.3% |
| 30D | -1.6% | -3.5% | +2.0% | -0.8% |
| 3M | -4.5% | -11.9% | +7.5% | -1.7% |
| 6M | +20.9% | -10.0% | +30.8% | +22.6% |
| YTD | +19.9% | +42.1% | -22.2% | +11.4% |
| 1Y | +41.4% | +47.6% | -6.2% | +31.3% |
| All | +41.4% | +53.4% | -12.0% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling