+893.5%
EXPE vs GNRC
+2,120.5%
-1,227.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -8.3% |
| 7D | -9.8% | +4.8% | -14.6% | -10.9% |
| 30D | -11.5% | -10.4% | -1.1% | -9.2% |
| 3M | +21.7% | -28.5% | +50.2% | +30.9% |
| 6M | +10.4% | -6.8% | +17.1% | +9.4% |
| YTD | -2.5% | +39.5% | -42.0% | -14.9% |
| 1Y | +27.3% | +3.4% | +24.0% | +20.0% |
| 3Y | +153.5% | +65.1% | +88.4% | +103.7% |
| 5Y | +91.1% | -57.1% | +148.2% | +103.1% |
| 10Y | +153.1% | +432.5% | -279.4% | +36.2% |
| All | +893.5% | +2,120.5% | -1,227.0% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling