-15.2%
GXO vs SPY
+87.6%
-102.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | -0.4% | -0.4% | 0.0% | +0.1% |
| 30D | -1.6% | -1.4% | -0.3% | +0.3% |
| 3M | -8.1% | +3.7% | -11.8% | -12.5% |
| 6M | -16.5% | +13.0% | -29.6% | -29.3% |
| YTD | -12.3% | +12.4% | -24.6% | -24.9% |
| 1Y | -9.2% | +18.5% | -27.8% | -27.8% |
| 3Y | -24.0% | +77.6% | -101.6% | -67.0% |
| 5Y | -44.1% | +81.7% | -125.8% | -75.3% |
| All | -15.2% | +87.6% | -102.9% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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