+241.6%
GSK vs XPO
+10,316.6%
-10,075.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.2% |
| 7D | -1.8% | +2.4% | -4.2% | -2.0% |
| 30D | -2.2% | -3.5% | +1.4% | -2.0% |
| 3M | -1.8% | -11.9% | +10.1% | -1.2% |
| 6M | -10.6% | -10.0% | -0.6% | -10.2% |
| YTD | +4.4% | +42.1% | -37.7% | +2.2% |
| 1Y | +30.4% | +47.6% | -17.2% | +27.1% |
| 3Y | +60.1% | +153.6% | -93.5% | +49.8% |
| 5Y | +46.8% | +266.5% | -219.7% | +32.9% |
| 10Y | +79.2% | +1,460.4% | -1,381.2% | +48.5% |
| All | +241.6% | +10,316.6% | -10,075.0% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling