+652.8%
GS vs XPO
+1,478.1%
-825.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.4% |
| 7D | +0.9% | +2.4% | -1.5% | +0.1% |
| 30D | -1.6% | -3.5% | +2.0% | -0.6% |
| 3M | -4.5% | -11.9% | +7.5% | -1.1% |
| 6M | +20.9% | -10.0% | +30.8% | +23.8% |
| YTD | +19.9% | +42.1% | -22.2% | +5.5% |
| 1Y | +41.4% | +47.6% | -6.2% | +21.8% |
| 3Y | +239.2% | +153.6% | +85.6% | +134.2% |
| 5Y | +185.0% | +266.5% | -81.5% | +63.9% |
| All | +652.8% | +1,478.1% | -825.3% | +147.9% |
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