+154.4%
GEN vs EXPD
+304.0%
-149.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -1.9% |
| 7D | +2.3% | -7.2% | +9.4% | +4.8% |
| 30D | +33.1% | -3.3% | +36.3% | +34.5% |
| 3M | +6.5% | +3.4% | +3.1% | +5.1% |
| 6M | +53.8% | +22.7% | +31.1% | +42.9% |
| YTD | +11.2% | +24.5% | -13.3% | +1.9% |
| 1Y | +19.4% | +38.6% | -19.3% | +5.1% |
| 3Y | +81.0% | +71.5% | +9.5% | +44.9% |
| 5Y | +33.4% | +56.2% | -22.8% | +8.8% |
| All | +154.4% | +304.0% | -149.6% | +43.8% |
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