+160.0%
EXPE vs GNRC
+448.8%
-288.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.6% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -13.6% | -15.7% | +2.1% | -9.7% |
| 3M | +25.2% | -27.3% | +52.5% | +34.8% |
| 6M | +22.3% | -12.1% | +34.4% | +23.0% |
| YTD | -0.3% | +37.1% | -37.4% | -14.2% |
| 1Y | +27.8% | -0.5% | +28.3% | +20.6% |
| 3Y | +162.4% | +61.5% | +100.9% | +104.9% |
| 5Y | +95.8% | -58.6% | +154.4% | +113.1% |
| All | +160.0% | +448.8% | -288.8% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling