+25.4%
GEN vs EXPD
+61.6%
-36.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | +10.1% | +4.1% | +6.1% | +8.8% |
| 3M | +16.1% | +17.9% | -1.8% | +10.2% |
| 6M | +38.9% | +29.2% | +9.6% | +28.0% |
| YTD | +14.4% | +27.4% | -12.9% | +5.5% |
| 1Y | +5.9% | +56.8% | -51.0% | -9.0% |
| 3Y | +58.8% | +68.0% | -9.3% | +31.6% |
| All | +25.4% | +61.6% | -36.2% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling