+105.2%
GSK vs XPO
+1,266.4%
-1,161.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +1.1% | +9.0% | -7.8% | +0.3% |
| 30D | +6.3% | +4.2% | +2.2% | +5.9% |
| 3M | +1.8% | -8.7% | +10.5% | +2.5% |
| 6M | +1.7% | -2.8% | +4.4% | +1.6% |
| YTD | +6.5% | +41.9% | -35.3% | +2.9% |
| 1Y | +9.5% | +42.3% | -32.8% | +5.6% |
| 3Y | +65.3% | +127.3% | -62.0% | +49.8% |
| 5Y | +43.7% | +306.4% | -262.7% | +20.1% |
| All | +105.2% | +1,266.4% | -1,161.2% | +57.5% |
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