+157.5%
GEN vs EXPD
+315.7%
-158.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +10.1% | +4.1% | +6.1% | +8.6% |
| 3M | +16.1% | +17.9% | -1.8% | +9.3% |
| 6M | +38.9% | +29.2% | +9.6% | +26.2% |
| YTD | +14.4% | +27.4% | -12.9% | +4.0% |
| 1Y | +5.9% | +56.8% | -51.0% | -11.2% |
| 3Y | +58.8% | +68.0% | -9.3% | +27.9% |
| 5Y | +24.7% | +61.9% | -37.2% | 0.0% |
| All | +157.5% | +315.7% | -158.2% | +39.1% |
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