+157.2%
GEN vs EXPD
+335.0%
-177.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +2.0% | +5.5% | -3.5% | +0.1% |
| 30D | +27.7% | -0.8% | +28.5% | +28.0% |
| 3M | +3.3% | +4.1% | -0.9% | +1.7% |
| 6M | +31.8% | +25.7% | +6.1% | +21.2% |
| YTD | +13.5% | +31.4% | -17.9% | +2.0% |
| 1Y | +16.0% | +42.2% | -26.1% | +1.2% |
| 3Y | +70.6% | +77.2% | -6.6% | +34.8% |
| 5Y | +32.1% | +61.0% | -28.9% | +6.5% |
| All | +157.2% | +335.0% | -177.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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