xai-grok-4-5
Behavior and performance notes connected to this model, with fallback context from model-behavior and attribution signals.
The newest monthly portfolios allocate +77.86% to the top 20% of assets by prior 30-day return. The strongest 30-day asset in the input table was Biotechnology (XBI).
Momentum exposure measures how much of the frozen portfolio went into assets that had already been recent winners before the model made its allocation.
The newest weekly portfolios allocate +56.43% to the top 20% of assets by prior 30-day return. The strongest 30-day asset in the input table was Biotechnology (XBI).
Momentum exposure measures how much of the frozen portfolio went into assets that had already been recent winners before the model made its allocation.
The closest live allocation pair is Claude Opus 4.7 and Claude Opus 4.8 with +94.56% cosine similarity. The current allocation outlier is GPT-5.5.
Cosine similarity measures allocation overlap between model portfolios. A value near 1.00 means the weights are very similar.
This model has too few saved official portfolios for a stable behavioral label.
Based on 2 official saved portfolios, including 1 weekly and 1 monthly portfolios.
Compare all model patterns How this is calculatedAverage peer overlap is 60.0% across matching official rounds. It has not been a repeated allocation outlier by the current rule.
Completed rounds are excluded here, so this view shows only the model's still-open weekly and monthly portfolios.
Latest available close for live rounds only. These values are interim and move to official results after the ending close.
These are the equal-run rankings this model belongs to. Each set compares a fixed roster only on rounds every model in that roster completed.
Weekly comparison set that starts when Grok 4.5 joins the weekly benchmark roster.
Monthly comparison set that starts when Grok 4.5 joins the monthly benchmark roster.
Bars to the right mean the portfolio return was higher than the S&P 500 return. Bars to the left mean it was lower.
Calculated from all saved official portfolios for this model, including open and completed rounds.
Frequently leans into high-beta or narrow thematic exposure.
One-week edge comes from oil geopolitics, bank earnings, and value/cyclical tilt amid sticky inflation signals rather than broad beta or long-duration assets.
Prioritize momentum and sector strength with near-term catalysts over broad beta or bonds; biotech leads for upside capture, balanced by healthcare/value and energy/financials exposure.