+448.8%
GS vs XPO
+1,283.6%
-834.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +1.7% | +2.6% | -0.9% | +0.7% |
| 3M | -11.6% | -6.1% | -5.5% | -10.1% |
| 6M | -1.9% | -8.0% | +6.1% | -0.1% |
| YTD | +5.1% | +38.5% | -33.4% | -7.0% |
| 1Y | +16.4% | +35.0% | -18.6% | +3.7% |
| 3Y | +199.0% | +126.5% | +72.5% | +115.0% |
| 5Y | +157.4% | +315.4% | -158.0% | +41.8% |
| All | +448.8% | +1,283.6% | -834.8% | +90.8% |
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