+93.1%
EXPE vs GNRC
-60.2%
+153.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.1% | +2.2% |
| 7D | -8.7% | -0.7% | -7.9% | -8.6% |
| 30D | -13.6% | -15.8% | +2.2% | -9.9% |
| 3M | +26.6% | -24.0% | +50.7% | +33.9% |
| 6M | +19.9% | -13.8% | +33.7% | +20.9% |
| YTD | -1.7% | +33.2% | -34.9% | -14.8% |
| 1Y | +29.4% | -1.8% | +31.2% | +22.4% |
| 3Y | +155.7% | +57.7% | +97.9% | +100.5% |
| 5Y | +93.1% | -59.7% | +152.8% | +94.3% |
| All | +93.1% | -60.2% | +153.2% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling