+76.7%
GSK vs XPO
+1,516.3%
-1,439.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.5% | -5.7% | +2.1% | -3.0% |
| 30D | -3.4% | -12.8% | +9.4% | -2.3% |
| 3M | -8.1% | -20.0% | +11.8% | -6.4% |
| 6M | -11.1% | -6.0% | -5.1% | -10.9% |
| YTD | +0.7% | +34.0% | -33.3% | -2.2% |
| 1Y | +20.1% | +35.6% | -15.4% | +16.3% |
| 3Y | +46.1% | +152.3% | -106.2% | +31.0% |
| 5Y | +48.2% | +264.4% | -216.1% | +25.2% |
| All | +76.7% | +1,516.3% | -1,439.6% | +30.4% |
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 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