+486.7%
GS vs XPO
+1,334.3%
-847.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -3.2% | -6.7% | +3.4% | -1.0% |
| 30D | -2.4% | -1.9% | -0.5% | -1.9% |
| 3M | -15.7% | -9.9% | -5.9% | -13.2% |
| 6M | -6.8% | -16.4% | +9.6% | -2.1% |
| YTD | -0.1% | +30.2% | -30.3% | -9.8% |
| 1Y | +12.1% | +29.9% | -17.8% | +1.0% |
| 3Y | +185.8% | +122.6% | +63.1% | +106.3% |
| 5Y | +140.1% | +278.9% | -138.8% | +36.0% |
| All | +486.7% | +1,334.3% | -847.6% | +100.0% |
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