+23.0%
GSK vs XPO
+38.9%
-15.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -5.4% | -1.3% | -4.1% | -5.3% |
| 30D | -4.6% | -10.4% | +5.7% | -3.3% |
| 3M | -5.1% | -15.7% | +10.6% | -3.0% |
| 6M | -11.4% | -6.3% | -5.1% | -11.1% |
| YTD | +0.7% | +34.2% | -33.4% | -1.9% |
| 1Y | +23.0% | +39.9% | -16.9% | +18.7% |
| All | +23.0% | +38.9% | -15.9% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling