-54.8%
GTLB vs XPO
+306.8%
-361.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -5.7% | 0.0% | -3.1% |
| 30D | +15.1% | -12.8% | +28.0% | +22.4% |
| 3M | +65.5% | -20.0% | +85.4% | +81.6% |
| 6M | +102.9% | -6.0% | +108.9% | +103.6% |
| YTD | +25.2% | +34.0% | -8.8% | +3.0% |
| 1Y | -5.5% | +35.6% | -41.1% | -24.2% |
| 3Y | -10.9% | +152.3% | -163.2% | -56.7% |
| All | -54.8% | +306.8% | -361.5% | -85.5% |
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