+38.7%
EXPE vs GNRC
+6.8%
+31.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.0% | -1.8% |
| 7D | -9.5% | +1.9% | -11.5% | -9.6% |
| 30D | -6.6% | -13.8% | +7.2% | -5.8% |
| 3M | +31.4% | -32.6% | +64.0% | +33.3% |
| 6M | +35.2% | -15.2% | +50.4% | +33.0% |
| YTD | +5.8% | +37.4% | -31.6% | -5.3% |
| 1Y | +38.7% | +5.1% | +33.5% | +28.9% |
| All | +38.7% | +6.8% | +31.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling