+149.7%
GEN vs EXPD
+329.8%
-180.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.0% | -7.4% | +8.4% | +3.6% |
| 30D | +29.1% | -2.1% | +31.2% | +29.9% |
| 3M | +2.9% | +5.7% | -2.8% | +0.8% |
| 6M | +33.6% | +21.4% | +12.3% | +24.4% |
| YTD | +12.0% | +27.6% | -15.6% | +1.7% |
| 1Y | +16.2% | +36.1% | -20.0% | +2.9% |
| 3Y | +65.1% | +69.9% | -4.8% | +32.5% |
| 5Y | +33.3% | +59.7% | -26.4% | +7.7% |
| 10Y | +149.7% | +323.0% | -173.4% | +35.1% |
| All | +149.7% | +329.8% | -180.2% | +35.1% |
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