+126.9%
GWRE vs XPO
+1,516.3%
-1,389.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -13.2% | -5.7% | -7.6% | -12.0% |
| 30D | -18.6% | -12.8% | -5.8% | -16.2% |
| 3M | +18.9% | -20.0% | +38.9% | +24.6% |
| 6M | -11.0% | -6.0% | -4.9% | -10.8% |
| YTD | -29.9% | +34.0% | -63.9% | -36.5% |
| 1Y | -44.3% | +35.6% | -79.9% | -50.1% |
| 3Y | +51.7% | +152.3% | -100.6% | +10.0% |
| 5Y | +15.4% | +264.4% | -248.9% | -28.2% |
| All | +126.9% | +1,516.3% | -1,389.5% | +0.2% |
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