-10.3%
GTLB vs XPO
+151.2%
-161.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -4.1% | -1.3% | -2.7% | -3.7% |
| 30D | +12.3% | -10.4% | +22.7% | +15.4% |
| 3M | +65.9% | -15.7% | +81.6% | +72.6% |
| 6M | +104.0% | -6.3% | +110.3% | +104.7% |
| YTD | +26.0% | +34.2% | -8.1% | +12.2% |
| 1Y | -3.5% | +39.9% | -43.4% | -16.2% |
| All | -10.3% | +151.2% | -161.5% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling