+150.0%
GEN vs EXPD
+334.2%
-184.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.9% |
| 7D | -0.3% | -5.5% | +5.2% | +1.5% |
| 30D | +28.2% | -1.9% | +30.1% | +28.9% |
| 3M | +2.6% | +6.1% | -3.5% | +0.4% |
| 6M | +32.7% | +21.6% | +11.1% | +23.5% |
| YTD | +11.3% | +27.9% | -16.6% | +0.9% |
| 1Y | +17.9% | +39.4% | -21.4% | +3.6% |
| 3Y | +66.3% | +72.7% | -6.3% | +32.7% |
| 5Y | +31.7% | +60.3% | -28.6% | +6.3% |
| 10Y | +150.0% | +332.6% | -182.6% | +28.3% |
| All | +150.0% | +334.2% | -184.1% | +28.3% |
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